# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-26-031756
**Filing Date:** 2026-3
**Character Count:** 838537
**Document Hash:** 9c4746336cbb0da5c24543488b3c3334
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031756.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031756

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iShares U.S. ETF Trust
- **CENTRAL INDEX KEY:** 0001524513

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22649
- **FILM NUMBER:** 26795926

**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

## Series and Classes Contracts Data

### iShares Short Duration Bond Active ETF (Series ID: S000037042)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000113876 | iShares Short Duration Bond Active ETF | NEAR            |

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2026

**iShares® Short Duration Bond Active 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** |
| 610 Funding 2 CLO Ltd., 1.00%, 01/20/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD9,360 | $9360000 |
| &nbsp;&nbsp;&nbsp; AB BSL CLO 1 Ltd., 5.57%, 10/15/38, (3-mo. <br> CME Term SOFR + 1.900%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD480 | 482351 |
| Affirm Asset Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.08%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD951 | 952983 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,634 | 1634995 |
| Affirm Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/16/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD6,763 | 6774486 |
| &nbsp;&nbsp;&nbsp; 4.37%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,392 | 3391456 |
| &nbsp;&nbsp;&nbsp; AGL CLO 40 Ltd., 4.91%, 07/22/38, (3-mo. <br> CME Term SOFR +1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,250 | 2258981 |
| &nbsp;&nbsp;&nbsp; AIMCO CLO 23 Ltd., 4.80%, 04/20/38, (3-mo. <br> CME Term SOFR +1.13%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,020 | 1020991 |
| &nbsp;&nbsp;&nbsp; Alinea CLO Ltd., 5.02%, 07/20/31, (3-mo. CME <br> Term SOFR +1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,035 | 2038036 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 7 Ltd., 5.23%, <br> 04/28/37, (3-mo. CME Term SOFR <br> +1.56%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD8,625 | 8647327 |
| &nbsp;&nbsp;&nbsp; Ares LVI CLO Ltd., 4.92%, 01/25/38, (3-mo. <br> CME Term SOFR +1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD400 | 401399 |
| ARI Fleet Lease Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.54%, 04/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD406 | 408548 |
| &nbsp;&nbsp;&nbsp; 4.59%, 03/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD9,355 | 9418600 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD331 | 335416 |
| Asimi Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 09/16/31, (1-day SONIA + <br> 1.35%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP3 | 4189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 09/16/31, (1-day SONIA + <br> 1.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 05/16/32, (1-day SONIA + <br> 0.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP463 | 636121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/16/32, (1-day SONIA + <br> 1.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP103 | 140808 |
| &nbsp;&nbsp;&nbsp; Asset-Backed European Securitisation <br> Transaction Twenty-Five Sarl, 3.19%, <br> 11/15/39, (1-mo. EURIBOR + 1.25%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR84 | 100450 |
| &nbsp;&nbsp;&nbsp; Asset-Backed European Securitisation <br> Transaction Twenty-Three Sarl<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 03/21/34, (1-mo. EURIBOR + <br> 1.60%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR84 | 100359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.86%, 03/21/34, (1-mo. EURIBOR + <br> 1.90%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR84 | 100535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.36%, 03/21/34, (1-mo. EURIBOR + <br> 2.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR84 | 100776 |
| Auto ABS Italian Stella Loans |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 12/29/36, (1-mo. EURIBOR + <br> 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR70 | 83106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 12/29/36, (1-mo. EURIBOR + <br> 2.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR70 | 83372 |
| &nbsp;&nbsp;&nbsp; Auto ABS Spanish Loans FT, 2.79%, <br> 09/28/38, (1-mo. EURIBOR + 0.85%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,740 | 2070352 |
| AutoFlorence 2 SRL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 12/24/44, (1-mo. EURIBOR + <br> 0.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,565 | 1856134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.72%, 12/24/44, (1-mo. EURIBOR + <br> 0.75%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR136 | 161322 |
| &nbsp;&nbsp;&nbsp; AutoFlorence 3 SRL, 4.32%, 12/25/46, (1-mo. <br> EURIBOR + 2.35%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR162 | 195284 |
| &nbsp;&nbsp;&nbsp; Autonoria Spain FT, 3.97%, 01/26/40, (1-mo. <br> EURIBOR + 2.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR179 | 215649 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| BA Credit Card Trust, 4.98%, 11/15/28 | &nbsp;&nbsp;&nbsp; USD4,705 | $4750739 |
| &nbsp;&nbsp;&nbsp; Bain Capital CLO Ltd. Series 2024-1A, <br> Class A1, 5.22%, 04/16/37, (3-mo. CME <br> Term SOFR +1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,235 | 2240646 |
| &nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., 4.87%, <br> 10/20/34, (3-mo. CME Term SOFR <br> +1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,510 | 1511430 |
| &nbsp;&nbsp;&nbsp; Battalion CLO IX Ltd., 4.63%, 07/15/31, (3-mo. <br> CME Term SOFR +0.96%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,479 | 3478431 |
| &nbsp;&nbsp;&nbsp; Battalion CLO VIII Ltd., 4.92%, <br> 07/18/30, (3-mo. CME Term SOFR <br> +1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,750 | 1750097 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 13 Ltd., 5.47%, <br> 10/23/38, (3-mo. CME Term SOFR <br> +1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,700 | 1706346 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 3 Ltd., 4.93%, <br> 01/19/38, (3-mo. CME Term SOFR <br> +1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,615 | 4629781 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 7 Ltd., 4.93%, <br> 10/20/38, (3-mo. CME Term SOFR <br> +1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,840 | 4856587 |
| &nbsp;&nbsp;&nbsp; Blueberry Park CLO Ltd., 5.02%, <br> 10/20/37, (3-mo. CME Term SOFR <br> +1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,000 | 2008992 |
| &nbsp;&nbsp;&nbsp; Brex Commercial Charge Card Master Trust, <br> 6.05%, 07/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD277 | 277477 |
| &nbsp;&nbsp;&nbsp; Bridge Street CLO II Ltd., 5.16%, <br> 07/20/34, (3-mo. CME Term SOFR + <br> 1.492%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,935 | 1935000 |
| &nbsp;&nbsp;&nbsp; Brignole Co., 3.90%, 02/24/42, (1-mo. <br> EURIBOR + 2.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR51 | 61056 |
| &nbsp;&nbsp;&nbsp; Bryant Park Funding Ltd., 5.29%, <br> 04/15/37, (3-mo. CME Term SOFR <br> +1.62%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,440 | 1443574 |
| &nbsp;&nbsp;&nbsp; Capital One Multi-Asset Execution Trust, <br> 2.06%, 08/15/28<br>| &nbsp;&nbsp;&nbsp; USD7,240 | 7171995 |
| Cardiff Auto Receivables Securitisation PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/20/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP266 | 366028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.33%, 08/20/31, (1-day SONIA + <br> 2.60%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP202 | 278709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 08/20/31, (1-day SONIA + <br> 1.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP611 | 839327 |
| CarMax Auto Owner Trust, 4.92%, 10/16/28 | &nbsp;&nbsp;&nbsp; USD582 | 586202 |
| &nbsp;&nbsp;&nbsp; CarVal CLO IX-C Ltd., 5.35%, 04/20/37, (3-mo. <br> CME Term SOFR +1.68%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,000 | 1001938 |
| &nbsp;&nbsp;&nbsp; Carval CLO X-C Ltd., 5.13%, 07/20/37, (3-mo. <br> CME Term SOFR +1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,000 | 2007287 |
| &nbsp;&nbsp;&nbsp; Cbam Ltd. Series 2018-7A, Class A, 5.03%, <br> 07/20/31, (3-mo. CME Term SOFR <br> +1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD135 | 134854 |
| &nbsp;&nbsp;&nbsp; Chesapeake Funding II LLC, 5.52%, <br> 05/15/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,269 | 2296658 |
| CIFC Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 04/21/37, (3-mo. CME Term SOFR + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,500 | 2505598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 07/17/37, (3-mo. CME Term SOFR <br> +1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,500 | 3511784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 07/23/37, (3-mo. CME Term SOFR <br> +1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD500 | 503366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 10/20/37, (3-mo. CME Term SOFR + <br> 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,250 | 1256071 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Citibank Credit Card Issuance Trust, 4.56%, <br> 05/14/29, (1-mo. CME Term SOFR + <br> 0.88%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD298 | $300446 |
| CNH Equipment Trust, 4.77%, 06/15/29 | &nbsp;&nbsp;&nbsp; USD2,212 | 2234445 |
| &nbsp;&nbsp;&nbsp; College Avenue Student Loans LLC Series <br> 2021-A, Class A1, 4.95%, 07/25/51, (1-mo. <br> CME Term SOFR + 1.21%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD118 | 117306 |
| Compartment BL Consumer Credit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 09/25/41, (1-mo. EURIBOR + <br> 0.9%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR817 | 967885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/25/41, (1-mo. EURIBOR + <br> 0.63%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR899 | 1066259 |
| &nbsp;&nbsp;&nbsp; Compass Datacenters Issuer II LLC, 4.93%, <br> 11/25/50<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,525 | 1518156 |
| &nbsp;&nbsp;&nbsp; Consolidated Communications LLC/Fidium <br> Fiber Finance Holdco LLC, 5.77%, <br> 12/20/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,545 | 3591612 |
| &nbsp;&nbsp;&nbsp; CQS U.S. CLO 5 Ltd., 5.46%, 01/17/39, (3-mo. <br> CME Term SOFR +1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,000 | 1006018 |
| &nbsp;&nbsp;&nbsp; Delamare Cards MTN Issuer PLC, 4.53%, <br> 04/19/31, (1-day SONIA + 0.80%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP3,610 | 4942921 |
| &nbsp;&nbsp;&nbsp; Dilosk Rmbs No. 9 Dac, 2.71%, <br> 01/25/63, (3-mo. EURIBOR + 0.68%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR653 | 774836 |
| Dowson PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 08/20/31, (1-day SONIA + <br> 1.60%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP117 | 160260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.08%, 08/20/31, (1-day SONIA + <br> 2.35%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 136388 |
| &nbsp;&nbsp;&nbsp; Dryden 43 Senior Loan Fund, 4.74%, <br> 04/20/34, (3-mo. CME Term SOFR + <br> 1.070%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD8,235 | 8243236 |
| Dutch Property Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.79%, 10/28/59, (3-mo. EURIBOR + <br> 0.75%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR5,229 | 6205626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class A, 2.74%, <br> 04/28/59, (3-mo. EURIBOR + 0.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR2,930 | 3474974 |
| Edenbrook Mortgage Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 03/22/57, (1-day SONIA + <br> 1.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP253 | 351550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.31%, 03/22/57, (1-day SONIA + <br> 2.55%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP146 | 203812 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 26 Ltd., 5.17%, 04/18/37, (3-mo. <br> CME Term SOFR + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,740 | 3747364 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO II Ltd., 5.37%, 10/20/37, (3-mo. <br> CME Term SOFR + 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,200 | 4228314 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO III Ltd., 5.27%, 07/18/37, (3-mo. <br> CME Term SOFR + 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD500 | 501397 |
| &nbsp;&nbsp;&nbsp; Empower CLO Ltd., 5.06%, 10/20/37, (3-mo. <br> CME Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,895 | 1901906 |
| Enterprise Fleet Financing LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.42%, 10/22/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD7,150 | 7216186 |
| &nbsp;&nbsp;&nbsp; 5.23%, 03/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,631 | 1642639 |
| &nbsp;&nbsp;&nbsp; 5.16%, 09/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD223 | 227257 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,518 | 1538004 |
| &nbsp;&nbsp;&nbsp; 5.06%, 03/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD492 | 502994 |
| &nbsp;&nbsp;&nbsp; 4.56%, 11/20/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,370 | 1383069 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/20/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD177 | 179880 |
| Finance Ireland Auto Receivables No. 2 DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 11/14/34, (1-mo. EURIBOR + <br> 0.90%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR157 | 186466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 11/14/34, (1-mo. EURIBOR + <br> 0.68%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR2,077 | 2468206 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Flatiron CLO 23 LLC, 4.91%, 04/17/36, (3-mo. <br> CME Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,455 | $1459889 |
| Ford Credit Auto Owner Trust, 5.53%, 09/15/28 | &nbsp;&nbsp;&nbsp; USD6,099 | 6158467 |
| Ford Credit Floorplan Master Owner Trust A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 05/15/28, (30-day Avg SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD11,535 | 11565527 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,850 | 3991601 |
| Fortuna Consumer Loan ABS DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.32%, 02/18/34, (1-mo. EURIBOR + <br> 1.35%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 02/18/34, (1-mo. EURIBOR + <br> 2.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR50 | 59629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.27%, 10/18/34, (1-mo. EURIBOR + <br> 1.30%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR333 | 396509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.62%, 10/18/34, (1-mo. EURIBOR + <br> 1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; EUR83 | 99013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 04/18/35, (1-mo. EURIBOR + <br> 1.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR500 | 592636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.32%, 04/18/35, (1-mo. EURIBOR + <br> 1.35%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.67%, 04/18/35, (1-mo. EURIBOR + <br> 0.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR2,500 | 2970190 |
| Foundation Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,825 | 1868774 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,334 | 2360058 |
| &nbsp;&nbsp;&nbsp; 4.56%, 08/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,290 | 1294268 |
| &nbsp;&nbsp;&nbsp; 4.87%, 08/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD946 | 947411 |
| &nbsp;&nbsp;&nbsp; FS Rialto Issuer LLC, 1.00%, 01/19/44, (1-mo. <br> CME Term SOFR + 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,810 | 3811576 |
| FTA Consumo Santander |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.68%, 07/20/38, (3-mo. EURIBOR + <br> 1.65%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR128 | 151921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.33%, 07/20/38, (3-mo. EURIBOR + <br> 1.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR128 | 152042 |
| &nbsp;&nbsp;&nbsp; Galaxy XXII CLO Ltd., 1.00%, 04/16/34, (3-mo. <br> CME Term SOFR + 1.020%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,495 | 3495000 |
| &nbsp;&nbsp;&nbsp; GAMMA Sociedade de Titularizacao de <br> Creditos, 2.95%, 02/25/34, (3-mo. EURIBOR <br> + 0.90%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR802 | 954305 |
| &nbsp;&nbsp;&nbsp; GMF Floorplan Owner Revolving Trust, 4.73%, <br> 11/15/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,831 | 2871296 |
| &nbsp;&nbsp;&nbsp; Golden Bar Securitisation SRL, 3.54%, <br> 09/22/43, (3-mo. EURIBOR + 1.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR175 | 208548 |
| Golden Ray SA - Compartment 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 12/27/57, (1-mo. EURIBOR + <br> 2.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 117904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.76%, 12/27/57, (1-mo. EURIBOR + <br> 0.80%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR590 | 699422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 12/27/57, (1-mo. EURIBOR + <br> 1.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118046 |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management U.S. CLO 8<br> Ltd., 4.82%, 10/20/34, (3-mo. CME Term <br> SOFR + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,430 | 1431825 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 50B-R Ltd., 5.17%, <br> 04/20/35, (3-mo. CME Term SOFR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,595 | 1597681 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 66B Ltd., 5.12%, <br> 07/25/38, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,890 | 1897494 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 77 B Ltd., 4.92%, <br> 01/25/38, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,165 | 3175060 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> 5.00%, 10/20/49<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,756 | $2760292 |
| &nbsp;&nbsp;&nbsp; GreatAmerica Leasing Receivables <br> Funding LLC Series, 5.28%, 03/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD799 | 801745 |
| &nbsp;&nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> 4.89%, 06/25/60<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,339 | 1351296 |
| &nbsp;&nbsp;&nbsp; Halseypoint CLO 6 Ltd., 5.02%, <br> 01/20/38, (3-mo. CME Term SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,500 | 1506782 |
| &nbsp;&nbsp;&nbsp; Halseypoint CLO 7 Ltd., 5.12%, <br> 07/20/38, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,000 | 2007973 |
| Henley Funding Ltd., 1.00%, 04/25/39<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; EUR740 | 877159 |
| Hermitage PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.08%, 04/21/33, (1-day SONIA + <br> 2.35%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP46 | 63750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 04/21/33, (1-day SONIA + <br> 1.60%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP53 | 72407 |
| Hill FL BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 02/18/32, (1-mo. EURIBOR + <br> 2.05%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR65 | 77910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 02/18/32, (1-mo. EURIBOR + <br> 3.20%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR65 | 77895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.69%, 10/18/32, (1-mo. EURIBOR + <br> 0.72%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,161 | 1377300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.92%, 10/18/32, (1-mo. EURIBOR + <br> 1.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR87 | 101761 |
| Hops Hill No. 4 PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 04/21/56, (1-day SONIA + <br> 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP161 | 221823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.03%, 04/21/56, (1-day SONIA + <br> 2.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP165 | 226449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.61%, 04/21/56, (1-day SONIA + <br> 0.88%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,210 | 1660125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 04/21/56, (1-day SONIA + <br> 1.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP628 | 864806 |
| &nbsp;&nbsp;&nbsp; Hyundai Auto Receivables Trust, 5.48%, <br> 04/17/28<br>| &nbsp;&nbsp;&nbsp; USD122 | 122503 |
| &nbsp;&nbsp;&nbsp; Incref LLC, 5.40%, 10/19/42, (1-mo. CME Term <br> SOFR + 1.73%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,040 | 4050401 |
| &nbsp;&nbsp;&nbsp; Italian Stella Loans SRL, 3.36%, <br> 05/27/39, (1-mo. EURIBOR + 1.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR85 | 101321 |
| John Deere Owner Trust, 4.96%, 11/15/28 | &nbsp;&nbsp;&nbsp; USD8,726 | 8799251 |
| &nbsp;&nbsp;&nbsp; KKR CLO 21 Ltd., 4.93%, 04/15/31, (3-mo. <br> CME Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD718 | 718237 |
| &nbsp;&nbsp;&nbsp; KKR CLO 27 Ltd., 4.78%, 01/15/35, (3-mo. <br> CME Term SOFR + 1.110%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,495 | 4499495 |
| &nbsp;&nbsp;&nbsp; KKR CLO 35 Ltd., 4.87%, 01/20/38, (3-mo. <br> CME Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,500 | 1504144 |
| &nbsp;&nbsp;&nbsp; LCM 29 Ltd. Series 29A, Class AR, 5.00%, <br> 04/15/31, (3-mo. CME Term SOFR + <br> 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD565 | 565288 |
| &nbsp;&nbsp;&nbsp; LendingClub Rated Notes Issuer Trust, 5.19%, <br> 12/15/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,716 | 1721364 |
| Lendmark Funding Trust, 4.78%, 10/20/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,003 | 3028573 |
| London Cards No. 2 PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.23%, 03/28/34<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/28/34, (1-day SONIA + <br> 1.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP904 | 1245891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.18%, 03/28/34, (1-day SONIA + <br> 3.45%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 138783 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Lyra Music Assets Delaware LP, 5.60%, <br> 09/20/65<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,026 | $1036331 |
| M&T Equipment Notes, 4.70%, 12/16/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD751 | 754486 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LVII Ltd., 4.95%, <br> 07/27/34, (3-mo. CME Term SOFR + <br> 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,635 | 1636597 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXX Ltd., 5.42%, <br> 07/16/37, (3-mo. CME Term SOFR + <br> 1.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,700 | 1712174 |
| &nbsp;&nbsp;&nbsp; Marzio Finance SRL, 2.82%, 05/28/49, (1-mo. <br> EURIBOR + 0.88%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR760 | 904989 |
| Metro Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.81%, 09/17/30 | &nbsp;&nbsp;&nbsp; AUD306 | 214242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 10/15/31, (1-month BB Swap + <br> 1.17%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD3,169 | 2213765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 10/15/31, (1-month BB Swap + <br> 1.55%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD500 | 350198 |
| &nbsp;&nbsp;&nbsp; MF1 LLC, 5.03%, 02/18/41, (1-mo. CME Term <br> SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD7,220 | 7220000 |
| &nbsp;&nbsp;&nbsp; MMAF Equipment Finance LLC, 4.95%, <br> 07/14/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,197 | 1216376 |
| &nbsp;&nbsp;&nbsp; Molossus BTL PLC, 4.69%, 04/18/61, (1-day <br> SONIA + 0.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,360 | 1864568 |
| &nbsp;&nbsp;&nbsp; Navient Private Education Loan Trust, 4.51%, <br> 12/15/59, (1-mo. CME Term SOFR + <br> 0.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD194 | 193909 |
| Navient Private Education Refi Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-IA, Class A1B, 4.79%, <br> 04/15/69, (1-mo. CME Term SOFR + <br> 1.11%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,011 | 2993925 |
| &nbsp;&nbsp;&nbsp; Series 2021-BA, Class A, 0.94%, 07/15/69<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,986 | 2738348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class A, 4.76%, <br> 04/15/60, (PRIME - 1.99%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,630 | 3593367 |
| &nbsp;&nbsp;&nbsp; Navient Student Loan Trust, 5.41%, <br> 03/15/72, (30-day Avg SOFR + 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,182 | 1192678 |
| &nbsp;&nbsp;&nbsp; Navistar Financial Dealer Note Master Owner <br> Trust, 5.59%, 04/25/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,921 | 2931490 |
| Nelnet Student Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 04/20/62, (1-mo. CME Term SOFR + <br> 0.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,350 | 2344095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 04/20/62, (1-mo. CME Term SOFR + <br> 0.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,224 | 1219061 |
| &nbsp;&nbsp;&nbsp; 7.15%, 11/25/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD717 | 737746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 03/15/57, (30-day Avg SOFR + <br> 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,078 | 3068977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.06%, 05/17/55, (30-day Avg SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,709 | 5742110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/22/65, (30-day Avg SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD6,222 | 6264898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 10/25/33, (30-day Avg SOFR + <br> 0.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,629 | 5629005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A, Class A1, 4.59%, <br> 04/20/62, (1-mo. CME Term SOFR + <br> 0.91%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,678 | 2672886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-BA, Class AFL, 4.57%, <br> 04/20/62, (1-mo. CME Term SOFR + <br> 0.89%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,091 | 5086453 |
| &nbsp;&nbsp;&nbsp; New Mountain 3 Ltd., 5.00%, 10/20/38, (3-mo. <br> CME Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,000 | 2008692 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| NewDay Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/32, (1-day SONIA + <br> 1.65%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP155 | $213376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/15/32, (1-day SONIA + <br> 2.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP110 | 152143 |
| Newday Funding Master Issuer PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/15/31, (1-day SONIA + 1.50%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP1,306 | 1798095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/15/32, (1-day SONIA + <br> 2.65%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP256 | 353577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/32, (1-day SONIA + <br> 1.90%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP116 | 159548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/15/32, (1-day SONIA + <br> 1.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP102 | 140064 |
| &nbsp;&nbsp;&nbsp; 5.33%, 11/15/32, (1-day SONIA + 1.60%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP146 | 200018 |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/15/33, (1-day SONIA + 1.15%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP113 | 154636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 04/15/33, (1-day SONIA + <br> 0.85%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,492 | 2046280 |
| &nbsp;&nbsp;&nbsp; Noria DE, 3.62%, 02/25/43, (1-mo. EURIBOR + <br> 1.65%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR78 | 92471 |
| Oaktree CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,000 | 2005099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/15/38, (3-mo. CME Term SOFR + <br> 1.19%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,920 | 1925376 |
| &nbsp;&nbsp;&nbsp; OCP CLO Ltd., 4.81%, 04/16/38, (3-mo. CME <br> Term SOFR + 1.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,140 | 4147626 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 3 Ltd., 4.99%, <br> 01/20/38, (3-mo. CME Term SOFR + <br> 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD750 | 753159 |
| &nbsp;&nbsp;&nbsp; OHA Loan Funding Ltd., 5.37%, <br> 07/20/37, (3-mo. CME Term SOFR + <br> 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD250 | 251652 |
| OHS Issuer LLC, 5.98%, 02/25/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,778 | 1759950 |
| &nbsp;&nbsp;&nbsp; OneMain Direct Auto Receivables Trust, 5.31%, <br> 03/14/29, (30-day Avg SOFR + 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD873 | 873799 |
| &nbsp;&nbsp;&nbsp; OneMain Financial Issuance Trust, 5.21%, <br> 09/15/36, (30-day Avg SOFR + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,201 | 2218752 |
| &nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., 5.37%, <br> 10/20/37, (3-mo. CME Term SOFR <br> +1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,000 | 4026976 |
| Palmer Square Loan Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.51%, 08/08/32, (3-mo. CME Term SOFR <br> +1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,060 | 1061971 |
| &nbsp;&nbsp;&nbsp; 1.00%, 08/08/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,445 | 3445000 |
| Panorama Auto Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.53%, 03/15/33, (1-month BB Swap + <br> 0.97%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; AUD1,908 | 1329415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 03/15/33, (1-month BB Swap + <br> 1.35%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; AUD500 | 349105 |
| Park Blue CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 04/25/38, (3-mo. CME Term SOFR <br> +1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,000 | 2006643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/20/37, (3-mo. CME Term SOFR <br> +1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD925 | 928964 |
| Pavillion Consumer PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 01/25/36, (1-day SONIA + <br> 1.60%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP208 | 284512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 01/25/36, (1-day SONIA + <br> 1.20%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP4,012 | 5482257 |
| PCL Funding IX PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/16/29, (1-day SONIA + 0.90%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP1,504 | 2063249 |
| &nbsp;&nbsp;&nbsp; 5.03%, 07/16/29, (1-day SONIA + 1.30%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP106 | 145486 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| PCL Funding VIII PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 05/15/28, (1-day SONIA + <br> 1.18%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP3,193 | $4376260 |
| &nbsp;&nbsp;&nbsp; 6.23%, 05/15/28, (1-day SONIA + 2.50%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP592 | 813534 |
| PFS Financing Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD7,281 | 7400904 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD625 | 631585 |
| &nbsp;&nbsp;&nbsp; 4.47%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD4,954 | 4991846 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 16 Ltd., 5.13%, <br> 07/25/37, (3-mo. CME Term SOFR <br> +1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,500 | 1505766 |
| &nbsp;&nbsp;&nbsp; Planet Fitness Master Issuer LLC, 5.65%, <br> 12/06/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,247 | 1245225 |
| &nbsp;&nbsp;&nbsp; Point Broadband Funding LLC, 5.34%, <br> 07/20/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,033 | 1041895 |
| &nbsp;&nbsp;&nbsp; Pony SA, 3.19%, 01/14/33, (1-mo. EURIBOR + <br> 1.20%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR87 | 103406 |
| &nbsp;&nbsp;&nbsp; Porsche Financial Auto Securitization Trust, <br> 5.79%, 01/22/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,842 | 1857172 |
| &nbsp;&nbsp;&nbsp; Post CLO Ltd., 5.27%, 04/20/37, (3-mo. CME <br> Term SOFR +1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,000 | 1002423 |
| &nbsp;&nbsp;&nbsp; Prodigy Finance DAC Series 2021-1A, Class A, <br> 5.04%, 07/25/51, (1-mo. CME Term SOFR <br> +1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD314 | 312918 |
| &nbsp;&nbsp;&nbsp; Provident Funding Mortgage Trust, 2.50%, <br> 11/25/51<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,491 | 1335458 |
| QTS Issuer ABS II LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.04%, 10/05/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,966 | 3947322 |
| &nbsp;&nbsp;&nbsp; 6.73%, 01/05/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,081 | 1092225 |
| &nbsp;&nbsp;&nbsp; 5.36%, 01/05/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,346 | 3356545 |
| &nbsp;&nbsp;&nbsp; Quarzo Srl, 2.91%, 03/15/42, (3-mo. EURIBOR <br> + 0.81%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,456 | 1731804 |
| &nbsp;&nbsp;&nbsp; Quarzo SRL, 4.40%, 06/15/41, (3-mo. <br> EURIBOR + 2.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR66 | 79507 |
| RCKT Mortgage Trust, 6.03%, 02/25/44<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,608 | 2631610 |
| &nbsp;&nbsp;&nbsp; Red & Black Auto Italy SRL, 3.04%, <br> 07/28/36, (1-mo. EURIBOR + 1.10%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR89 | 105804 |
| &nbsp;&nbsp;&nbsp; Regatta 30 Funding Ltd., 4.99%, <br> 01/25/38, (3-mo. CME Term SOFR <br> +1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,820 | 1827705 |
| &nbsp;&nbsp;&nbsp; Regatta VIII Funding Ltd., 5.22%, <br> 04/17/37, (3-mo. CME Term SOFR <br> +1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,350 | 4359988 |
| &nbsp;&nbsp;&nbsp; Regatta XX Funding Ltd., 4.85%, <br> 01/15/38, (3-mo. CME Term SOFR <br> +1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,140 | 1143257 |
| &nbsp;&nbsp;&nbsp; Regatta XXVII Funding Ltd., 5.20%, <br> 04/26/37, (3-mo. CME Term SOFR <br> +1.53%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,500 | 1503556 |
| Regional Management Issuance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.83%, 07/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD593 | 604531 |
| &nbsp;&nbsp;&nbsp; 5.11%, 12/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD685 | 689792 |
| &nbsp;&nbsp;&nbsp; RR 20 Ltd., 4.66%, 07/15/37, (1-day SONIA + <br> 0.880%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD6,270 | 6277993 |
| &nbsp;&nbsp;&nbsp; RR 21 Ltd., 5.07%, 07/15/39, (3-mo. CME Term <br> SOFR +1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,000 | 1004020 |
| &nbsp;&nbsp;&nbsp; RR 36 Ltd., 4.96%, 01/15/40, (3-mo. CME Term <br> SOFR +1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,485 | 1491324 |
| Satus PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/17/31, (1-day SONIA + <br> 0.90%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP236 | 323175 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 01/17/31, (1-day SONIA + <br> 2.05%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP102 | $139116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 01/17/31, (1-day SONIA + <br> 1.25%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP337 | 462536 |
| SC Germany SA Compartment Consumer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 01/14/38, (1-mo. EURIBOR + <br> 1.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,095 | 1299553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.29%, 01/14/38, (1-mo. EURIBOR + <br> 1.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR274 | 324539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 05/14/38, (1-mo. EURIBOR + <br> 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 119018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 05/14/38, (1-mo. EURIBOR + <br> 1.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 12/14/38, (1-mo. EURIBOR + <br> 1.20%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR100 | 118054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 12/14/38, (1-mo. EURIBOR + <br> 0.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR600 | 708329 |
| &nbsp;&nbsp;&nbsp; Signal Peak CLO 12 Ltd., 5.07%, <br> 07/18/37, (3-mo. CME Term SOFR <br> +1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD460 | 461630 |
| &nbsp;&nbsp;&nbsp; Signal Peak CLO 3 Ltd., 5.26%, <br> 01/23/37, (3-mo. CME Term SOFR <br> +1.59%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD680 | 680693 |
| SLM Private Credit Student Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-A, Class A3, 4.38%, <br> 06/15/33, (3-mo. CME Term SOFR <br> +0.66%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD568 | 566338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-A, Class A4, 4.29%, <br> 12/15/38, (3-mo. CME Term SOFR <br> +0.57%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,459 | 3417966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-B, Class A4, 4.31%, <br> 06/15/39, (3-mo. CME Term SOFR <br> +0.59%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,222 | 2170833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-A, Class A5, 4.27%, <br> 06/15/39, (3-mo. CME Term SOFR <br> +0.55%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,890 | 5685299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-B, Class A5, 4.25%, <br> 12/15/39, (3-mo. CME Term SOFR <br> +0.53%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,094 | 4028899 |
| SMB Private Education Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 02/16/55, (30-day Avg SOFR + <br> 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD8,623 | 8698978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.56%, 05/16/50, (30-day Avg SOFR + <br> 1.85%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,743 | 2781624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.51%, 10/15/58, (30-day Avg SOFR + <br> 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD11,588 | 11797082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 06/15/37, (1-mo. CME Term SOFR <br> +1.11%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD763 | 762934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.51%, 10/16/56, (30-day Avg SOFR + <br> 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,783 | 4878447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 11/15/52, (30-day Avg SOFR + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,917 | 3956351 |
| SoFi Consumer Loan Program Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/27/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,234 | 1239964 |
| &nbsp;&nbsp;&nbsp; 4.82%, 06/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD5,275 | 5304065 |
| SoFi Personal Loan Trust, 6.06%, 02/12/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD630 | 625097 |
| &nbsp;&nbsp;&nbsp; SoFi Professional Loan Program LLC, 3.59%, <br> 01/25/48<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD305 | 303823 |
| &nbsp;&nbsp;&nbsp; Sounds Point CLO IV-R Ltd., 5.08%, <br> 04/18/31, (3-mo. CME Term SOFR <br> +1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,049 | 2049242 |
| Summit Issuer LLC, 5.21%, 11/20/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD5,275 | 5316254 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; TAGUS - Sociedade de Titularizacao de <br> Creditos SA/Ulisses Finance No. 2, 2.66%, <br> 09/23/38, (1-mo. EURIBOR + 0.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR3,856 | $4570234 |
| &nbsp;&nbsp;&nbsp; TAGUS - Sociedade de Titularizacao de <br> Creditos SA/Viriato Finance No. 1, 2.89%, <br> 10/28/40, (1-mo. EURIBOR + 0.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR493 | 582435 |
| &nbsp;&nbsp;&nbsp; TAGUS-Sociedade de Titularizacao de <br> Creditos SA/Vasco Finance No. 2<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.56%, 10/27/42, (1-mo. EURIBOR + <br> 2.60%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR73 | 87879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 10/27/42, (1-mo. EURIBOR + <br> 1.80%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR73 | 87562 |
| &nbsp;&nbsp;&nbsp; TCI-Symphony CLO Ltd., 4.86%, <br> 07/15/30, (3-mo. CME Term SOFR <br> +1.19%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD199 | 199011 |
| &nbsp;&nbsp;&nbsp; TICP CLO VII Ltd., 5.57%, 04/15/33, (3-mo. <br> CME Term SOFR +1.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD885 | 886360 |
| &nbsp;&nbsp;&nbsp; TICP CLO XI Ltd., 5.20%, 04/25/37, (3-mo. <br> CME Term SOFR +1.53%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,130 | 1132613 |
| Tower Bridge Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/20/66, (1-day SONIA + <br> 1.20%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP168 | 230541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 05/20/66, (1-day SONIA + <br> 1.60%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.73%, 05/20/66, (1-day SONIA + <br> 0.88%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP531 | 727336 |
| &nbsp;&nbsp;&nbsp; Toyota Auto Receivables Owner Trust, 5.54%, <br> 08/15/28<br>| &nbsp;&nbsp;&nbsp; USD5,416 | 5474743 |
| Trimaran CAVU Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,185 | 1185000 |
| &nbsp;&nbsp;&nbsp; 1.00%, 10/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,320 | 3320000 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XII Ltd., 4.72%, 04/25/33, (3-mo. <br> CME Term SOFR +1.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,938 | 4940709 |
| UPG HI Issuer Trust, 5.00%, 09/25/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,455 | 1460762 |
| Upgrade Master Pass-Thru Trust Series |  |  |
| &nbsp;&nbsp;&nbsp; 4.61%, 10/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,202 | 2206230 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,807 | 1807156 |
| &nbsp;&nbsp;&nbsp; 4.98%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD859 | 860241 |
| &nbsp;&nbsp;&nbsp; 5.91%, 12/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD653 | 654108 |
| &nbsp;&nbsp;&nbsp; Vantage Data Centers Issuer LLC, 5.24%, <br> 11/15/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,643 | 1630563 |
| &nbsp;&nbsp;&nbsp; Vantage Data Centers Jersey Borrower Spv <br> Ltd., 6.17%, 05/28/39<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP480 | 671235 |
| &nbsp;&nbsp;&nbsp; Volkswagen Auto Loan Enhanced Trust, 5.48%, <br> 12/20/28<br>| &nbsp;&nbsp;&nbsp; USD10,190 | 10315433 |
| Westlake Automobile Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 6.24%, 07/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,183 | 1184241 |
| &nbsp;&nbsp;&nbsp; 4.58%, 06/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,900 | 1916314 |
| Youni Italy SRL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 04/25/34, (1-mo. EURIBOR + <br> 0.88%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR788 | 938248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 04/25/34, (1-mo. EURIBOR + <br> 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR60 | 71339 |
| **Total Asset-Backed Securities — 13.6%** <br>**(Cost: $536,735,207)** | **Total Asset-Backed Securities — 13.6%** <br>**(Cost: $536,735,207)** | 544599119 |
| **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** |
| **Asset-Backed Securities — 0.3%** | **Asset-Backed Securities — 0.3%** | **Asset-Backed Securities — 0.3%** |
| DOMI |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/15/57<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; EUR581 | 688688 |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/15/57<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 118535 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/15/57<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; EUR4,041 | $4789998 |
| &nbsp;&nbsp;&nbsp; Domi BV, 2.73%, 04/16/57, (3-mo. EURIBOR + <br> 0.71%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR1,083 | 1284592 |
| &nbsp;&nbsp;&nbsp; Lanebrook Mortgage Transaction PLC, 4.57%, <br> 03/15/61, (1-day SONIA + 0.80%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP674 | 923360 |
| Tower Bridge Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 01/20/73, (1-day SONIA + <br> 0.75%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP2,413 | 3302790 |
| &nbsp;&nbsp;&nbsp; 5.16%, 12/20/66, (1-day SONIA + 1.40%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 136839 |
| &nbsp;&nbsp;&nbsp; 5.66%, 12/20/66, (1-day SONIA + 1.90%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137062 |
|  |  | 11381864 |
| **Financial — 0.2%** | **Financial — 0.2%** | **Financial — 0.2%** |
| Liberty Funding Pty. Ltd., 4.72%, 09/25/56<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; AUD458 | 319563 |
| WST Trust, 4.58%, 09/19/57<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; AUD11,100 | 7718743 |
|  |  | 8038306 |
| **Mortgage Securities — 0.1%** | **Mortgage Securities — 0.1%** | **Mortgage Securities — 0.1%** |
| Castle Hill Ingots Ltd., 5.52%, 02/10/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD430 | 430774 |
| Castle Hill Ingots Ltd. , 6.34%, 02/10/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,610 | 1612898 |
| &nbsp;&nbsp;&nbsp; PENN Commercial Mortgage Trust 2025-P11, <br> 5.34%, 08/10/42<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD989 | 1017119 |
|  |  | 3060791 |
| **Mortgage-Backed Securities — 16.5%** | **Mortgage-Backed Securities — 16.5%** | **Mortgage-Backed Securities — 16.5%** |
| 1345T |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 06/15/42, (1-mo. CME Term SOFR <br> +1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,550 | 2559562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 06/15/42, (1-mo. CME Term SOFR <br> +2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,283 | 1287811 |
| 2023-MIC Trust (The), 8.44%, 12/05/38<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,102 | 2269752 |
| &nbsp;&nbsp;&nbsp; 280 Park Avenue Mortgage Trust, Series <br> 2017-280P, Class A, 4.85%, 09/15/34, <br> (1-mo. CME Term SOFR +1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD7,100 | 7091125 |
| A&D Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 02/25/71<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,783 | 1785568 |
| &nbsp;&nbsp;&nbsp; 6.20%, 02/25/69<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD1,935 | 1957060 |
| ACRA Trust, 5.61%, 10/25/64<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,409 | 2429996 |
| ALA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 06/15/40, (1-mo. CME Term SOFR <br> +1.74%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,991 | 3015302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 06/15/40, (1-mo. CME Term SOFR <br> +1.84%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,862 | 1875965 |
| Angel Oak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.98%, 10/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,877 | 2886888 |
| &nbsp;&nbsp;&nbsp; 5.21%, 08/25/68<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD5,332 | 5338233 |
| &nbsp;&nbsp;&nbsp; 5.64%, 02/25/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD1,651 | 1668941 |
| &nbsp;&nbsp;&nbsp; 5.99%, 01/25/69<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD3,936 | 3976699 |
| &nbsp;&nbsp;&nbsp; ARES Trust, 5.18%, 04/15/42, (1-mo. CME <br> Term SOFR +1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,674 | 2677341 |
| Atlas Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.58%, 09/20/61<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP903 | 1238845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 09/20/61, (1-day SONIA + <br> 1.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP198 | 272928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 09/20/61, (1-day SONIA + <br> 1.55%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 138037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.93%, 09/20/61, (1-day SONIA + <br> 2.20%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 139742 |
| &nbsp;&nbsp;&nbsp; Auburn 15 PLC, 4.83%, 07/20/45, (1-day <br> SONIA + 1.10%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,502 | 2061311 |
| BAHA Trust, 7.07%, 12/10/41<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,425 | 2541817 |
| Bank5 |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/15/57 | &nbsp;&nbsp;&nbsp; USD7,730 | 7975096 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/57 | &nbsp;&nbsp;&nbsp; USD1,680 | $1760739 |
| &nbsp;&nbsp;&nbsp; 5.89%, 11/15/57 | &nbsp;&nbsp;&nbsp; USD1,535 | 1614870 |
| &nbsp;&nbsp;&nbsp; 6.72%, 09/15/56<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD5,000 | 5280992 |
| &nbsp;&nbsp;&nbsp; BAY Mortgage Trust, 5.48%, 05/15/35, (1-mo. <br> CME Term SOFR +1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,350 | 3350982 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.21%, 09/15/57 | &nbsp;&nbsp;&nbsp; USD6,460 | 6649381 |
| &nbsp;&nbsp;&nbsp; 5.61%, 12/15/57 | &nbsp;&nbsp;&nbsp; USD3,120 | 3252433 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/56 | &nbsp;&nbsp;&nbsp; USD2,860 | 2911030 |
| &nbsp;&nbsp;&nbsp; 5.84%, 03/15/58 | &nbsp;&nbsp;&nbsp; USD2,130 | 2241316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-TALL, Class A, 4.60%, <br> 03/15/37, (1-mo. CME Term SOFR <br> +0.92%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD8,630 | 8242065 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.74%, 12/15/57 | &nbsp;&nbsp;&nbsp; USD5,700 | 5971401 |
| &nbsp;&nbsp;&nbsp; 5.81%, 01/10/57 | &nbsp;&nbsp;&nbsp; USD2,155 | 2243060 |
| &nbsp;&nbsp;&nbsp; 5.94%, 10/15/58 | &nbsp;&nbsp;&nbsp; USD2,570 | 2643891 |
| BFLD Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 11/15/41, (1-mo. CME Term SOFR <br> +1.49%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD770 | 771684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.48%, 11/15/42, (1-mo. CME Term SOFR <br> +1.8%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,297 | 2306796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 11/15/41, (1-mo. CME Term SOFR <br> +1.84%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD570 | 571425 |
| &nbsp;&nbsp;&nbsp; 6.37%, 10/10/42<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,986 | 2048835 |
| &nbsp;&nbsp;&nbsp; BFLD Mortgage Trust, 5.17%, 07/15/39, (1-mo. <br> CME Term SOFR +1.49%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,132 | 2133426 |
| BFLD Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.18%, 10/10/40<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,576 | 1598565 |
| &nbsp;&nbsp;&nbsp; 5.78%, 10/10/40<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,246 | 2287729 |
| BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.18%, 10/15/58 | &nbsp;&nbsp;&nbsp; USD2,198 | 2257993 |
| &nbsp;&nbsp;&nbsp; 5.32%, 09/15/57 | &nbsp;&nbsp;&nbsp; USD2,500 | 2577489 |
| &nbsp;&nbsp;&nbsp; 5.68%, 02/15/58 | &nbsp;&nbsp;&nbsp; USD1,571 | 1665986 |
| &nbsp;&nbsp;&nbsp; 5.69%, 02/15/58 | &nbsp;&nbsp;&nbsp; USD1,836 | 1942272 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/15/57 | &nbsp;&nbsp;&nbsp; USD4,160 | 4311622 |
| &nbsp;&nbsp;&nbsp; 6.16%, 04/15/58<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,379 | 1446028 |
| &nbsp;&nbsp;&nbsp; 7.05%, 11/15/56<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,000 | 1066904 |
| &nbsp;&nbsp;&nbsp; BPR Commercial Mortgage Trust, 5.11%, <br> 11/05/42<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,290 | 3313770 |
| &nbsp;&nbsp;&nbsp; Bravo Residential Funding Trust, 4.87%, <br> 09/25/65<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,907 | 4918879 |
| BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.57%, 03/25/65<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD918 | 927546 |
| &nbsp;&nbsp;&nbsp; 5.61%, 02/25/65<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD3,034 | 3067707 |
| &nbsp;&nbsp;&nbsp; 5.68%, 11/25/64<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,331 | 2360013 |
| &nbsp;&nbsp;&nbsp; 6.29%, 02/25/64<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD4,874 | 4922844 |
| &nbsp;&nbsp;&nbsp; 6.39%, 10/25/63<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD897 | 903504 |
| BRCK Trust |  |  |
| &nbsp;&nbsp;&nbsp; 7.51%, 12/10/42<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,132 | 1161505 |
| &nbsp;&nbsp;&nbsp; 8.40%, 12/10/42<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD500 | 516723 |
| BSTN Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.06%, 04/13/41<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,500 | 1510206 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/44<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,830 | 1879671 |
| BWAY Mortgage Trust, 3.45%, 03/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD375 | 345952 |
| BX Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 12/15/39, (1-mo. CME Term SOFR <br> +1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD642 | 643331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 02/15/39, (1-mo. CME Term SOFR <br> +1.44%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD469 | 468951 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active 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;&nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 08/15/41, (1-mo. CME Term SOFR <br> +1.69%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,845 | $2850806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.82%, 08/15/41, (1-mo. CME Term SOFR <br> +2.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,194 | 2206488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.56%, 10/15/41, (1-mo. CME Term SOFR <br> +2.88%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,538 | 1542331 |
| BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 03/15/30, (1-mo. CME Term SOFR <br> +1.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,953 | 2955875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 06/15/35, (1-mo. CME Term SOFR <br> +1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,640 | 1641025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.17%, 06/15/41, (1-mo. CME Term SOFR <br> +1.49%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,635 | 2638294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 03/15/41, (1-mo. CME Term SOFR <br> +2.09%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,970 | 1969385 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/13/47<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,830 | 3927209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.72%, 03/15/41, (1-mo. CME Term SOFR <br> +3.04%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD800 | 799750 |
| &nbsp;&nbsp;&nbsp; CEDR Commercial Mortgage Trust, 4.67%, <br> 02/15/39, (1-mo. CME Term SOFR <br> +0.99%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,410 | 5357660 |
| &nbsp;&nbsp;&nbsp; CFCRE Commercial Mortgage Trust, 3.84%, <br> 12/10/54<br>| &nbsp;&nbsp;&nbsp; USD2,500 | 2484731 |
| Chase Home Lending Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/25/56, (30-day Avg SOFR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,103 | 4119152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/25/56, (30-day Avg SOFR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,127 | 5158840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/25/56, (30-day Avg SOFR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,511 | 2527060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/25/56, (30-day Avg SOFR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,643 | 4676882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-ATR2, Class A11, 4.69%, <br> 07/25/49, (1-mo. CME Term SOFR <br> +1.01%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD819 | 800087 |
| &nbsp;&nbsp;&nbsp; CHI Commercial Mortgage Trust, 6.63%, <br> 12/13/40<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD900 | 911901 |
| Citadel PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/28/60, (1-day SONIA + 1.02%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP1,302 | 1787002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 04/28/60, (1-day SONIA + <br> 1.45%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 138273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.48%, 04/28/60, (1-day SONIA + <br> 1.75%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.18%, 04/28/60, (1-day SONIA + <br> 2.45%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 139123 |
| COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.79%, 04/25/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD3,803 | 3857118 |
| &nbsp;&nbsp;&nbsp; 5.84%, 02/25/69<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD3,508 | 3531014 |
| &nbsp;&nbsp;&nbsp; 6.60%, 07/25/68<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,208 | 2218256 |
| &nbsp;&nbsp;&nbsp; CONE Trust, 5.32%, 08/15/41, (1-mo. CME <br> Term SOFR + 1.64%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,447 | 2447000 |
| &nbsp;&nbsp;&nbsp; Cross 2025-CES1 Mortgage Trust, 5.00%, <br> 11/25/70<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,950 | 3970007 |
| Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.36%, 03/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,456 | 2474199 |
| &nbsp;&nbsp;&nbsp; 5.59%, 11/25/69<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,275 | 2296995 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD5,222 | 5304131 |
| &nbsp;&nbsp;&nbsp; 6.09%, 12/25/68<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,336 | 2356738 |
| CSMC, 1.10%, 05/25/66<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD463 | 409507 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| CSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/25/45<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD604 | $571084 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/25/57<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,537 | 1491807 |
| DBC Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 11/15/42, (1-mo. CME Term SOFR + <br> 2.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,272 | 5278587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.28%, 11/15/42, (1-mo. CME Term SOFR + <br> 2.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,120 | 2122649 |
| &nbsp;&nbsp;&nbsp; DK Trust, 5.27%, 08/15/37, (1-mo. CME Term <br> SOFR + 1.59%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD882 | 883654 |
| &nbsp;&nbsp;&nbsp; Domi BV, 3.18%, 02/15/55, (3-mo. EURIBOR + <br> 1.12%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR2,099 | 2507069 |
| &nbsp;&nbsp;&nbsp; Dutch Property Finance BV, 2.94%, 04/28/64, <br> (3-mo. EURIBOR + 0.90%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR248 | 294915 |
| East One PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 12/27/55, (1-day SONIA + <br> 1.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP670 | 922629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 12/27/55, (1-day SONIA + <br> 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP172 | 236470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 12/27/55, (1-day SONIA + <br> 2.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP280 | 385613 |
| EFMT |  |  |
| &nbsp;&nbsp;&nbsp; 5.03%, 11/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD6,117 | 6148588 |
| &nbsp;&nbsp;&nbsp; 5.39%, 05/26/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD3,323 | 3356104 |
| &nbsp;&nbsp;&nbsp; 5.49%, 08/25/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD4,233 | 4282169 |
| ELM Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.99%, 06/10/39<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD250 | 251103 |
| &nbsp;&nbsp;&nbsp; 5.99%, 06/10/39<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD5,440 | 5470560 |
| &nbsp;&nbsp;&nbsp; Elstree Funding No. 4 PLC, 4.85%, 10/21/55, <br> (1-day SONIA + 1.12%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP683 | 939211 |
| EQT Trust, 5.33%, 07/05/41<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,341 | 4432637 |
| Exmoor Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 03/25/94, (1-day SONIA + <br> 0.88%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP955 | 1311827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.64%, 03/25/94, (1-day SONIA + <br> 1.90%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.54%, 03/25/94, (1-day SONIA + <br> 2.80%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 138538 |
| &nbsp;&nbsp;&nbsp; Extended Stay America Trust, 4.98%, 10/15/42, <br> (1-mo. CME Term SOFR + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,710 | 1717476 |
| Fannie Mae REMICS |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/25/34 | &nbsp;&nbsp;&nbsp; USD5,528 | 5279551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 12/25/48, (30-day Avg SOFR + <br> 0.41%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,622 | 5573312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/25/54, (30-day Avg SOFR + <br> 1.20%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD7,883 | 7950276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/25/54, (30-day Avg SOFR + <br> 1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD648 | 654965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 12/25/54, (30-day Avg SOFR + <br> 1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD367 | 371401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/25/55, (30-day Avg SOFR + <br> 1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,664 | 2698287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 12/25/54, (30-day Avg SOFR + <br> 1.42%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,793 | 1814495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/25/55, (30-day Avg SOFR + <br> 1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,313 | 2343579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/25/55, (30-day Avg SOFR + <br> 1.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD892 | 903954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/25/55, (30-day Avg SOFR + <br> 1.55%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,650 | 1672972 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active 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;&nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/25/55, (30-day Avg SOFR + <br> 1.60%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,500 | $1521157 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/35 | &nbsp;&nbsp;&nbsp; USD6,398 | 6255575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 12/25/54, (30-day Avg SOFR + <br> 1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD739 | 747165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/25/55, (30-day Avg SOFR + <br> 1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD932 | 943229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/25/55, (30-day Avg SOFR + <br> 1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,733 | 3777432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/25/55, (30-day Avg SOFR + <br> 1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD7,302 | 7394571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/25/55, (30-day Avg SOFR + <br> 1.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,237 | 1253164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/25/55, (30-day Avg SOFR + <br> 1.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD7,586 | 7688148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/25/55, (30-day Avg SOFR + <br> 1.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD950 | 962050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/25/55, (30-day Avg SOFR + <br> 1.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD955 | 967767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/25/55, (30-day Avg SOFR + <br> 1.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,268 | 1284230 |
| Federal Home Loan Mortgage Corp. REMICS |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/15/44 | &nbsp;&nbsp;&nbsp; USD141 | 137968 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/25/33 | &nbsp;&nbsp;&nbsp; USD11,960 | 11379174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/25/54, (30-day Avg SOFR + <br> 1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,232 | 5295346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/25/54, (30-day Avg SOFR + <br> 1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,346 | 5411353 |
| &nbsp;&nbsp;&nbsp; FirstMac Mortgage Funding Trust No. 4, 4.64%, <br> 02/18/56, (1-month BB Swap + 1.08%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD287 | 200236 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,066 | 2070561 |
| &nbsp;&nbsp;&nbsp; 3.37%, 02/25/67<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,863 | 7603526 |
| GS Mortgage Securities Corp. Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 08/10/41<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD930 | 942615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.33%, 11/25/41, (1-mo. CME Term SOFR + <br> 2.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,309 | 2314791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.47%, 03/15/28, (1-mo. CME Term SOFR + <br> 2.79%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,580 | 2594512 |
| GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.01%, 07/25/65<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD1,630 | 1636203 |
| &nbsp;&nbsp;&nbsp; 5.01%, 10/25/65<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD1,610 | 1616152 |
| &nbsp;&nbsp;&nbsp; 5.04%, 01/25/66<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,333 | 2343275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/25/56, (30-day Avg SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,583 | 3607207 |
| Homes Trust, 5.72%, 10/25/69<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD3,116 | 3152984 |
| HOMES Trust, 5.43%, 02/25/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,850 | 2877207 |
| &nbsp;&nbsp;&nbsp; HONO Mortgage Trust, 4.95%, 10/15/36, <br> (1-mo. CME Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,716 | 2688840 |
| &nbsp;&nbsp;&nbsp; Houston Galleria Mall Trust, 5.46%, <br> 02/05/45<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,580 | 1642480 |
| &nbsp;&nbsp;&nbsp; Hudson Yards Mortgage Trust, 5.47%, <br> 01/13/40<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,400 | 2487581 |
| &nbsp;&nbsp;&nbsp; INT Commercial Mortgage Trust, 5.04%, <br> 11/05/37<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD632 | 638686 |
| &nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, 5.03%, 03/15/42, <br> (1-mo. CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,059 | 4064074 |
| &nbsp;&nbsp;&nbsp; INV Mortgage Trust, 5.42%, 11/15/41, (1-mo. <br> CME Term SOFR + 1.74%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,180 | 1170412 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/06/38<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,113 | $2093582 |
| &nbsp;&nbsp;&nbsp; 5.17%, 11/09/39<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,030 | 2047625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BKWD, Class A, 5.30%, <br> 09/15/29, (1-mo. CME Term SOFR + <br> 1.61%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD738 | 723367 |
| JP Morgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/25/52<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,168 | 2863495 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/25/52<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,035 | 933702 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/25/52<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,703 | 1533743 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/66<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD6,753 | 6777467 |
| &nbsp;&nbsp;&nbsp; 5.39%, 12/25/55<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,542 | 3577582 |
| Jupiter Mortgage No. 1 PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 07/20/55, (1-day SONIA + <br> 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP989 | 1362673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.99%, 07/20/55, (1-day SONIA + <br> 2.25%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP313 | 431664 |
| &nbsp;&nbsp;&nbsp; 6.74%, 07/20/55, (1-day SONIA + 3.00%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP213 | 293868 |
| Lanark Master Issuer PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.31%, 12/22/69, (1-day SONIA + <br> 0.47%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP758 | 1036921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 12/22/69, (1-day SONIA + <br> 0.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP887 | 1214329 |
| &nbsp;&nbsp;&nbsp; Lanebrook Mortgage Transaction PLC, 5.03%, <br> 08/20/60, (1-day SONIA + 1.18%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP680 | 935974 |
| &nbsp;&nbsp;&nbsp; Last Mile Securities PE DAC, 2.96%, 08/17/31, <br> (3-mo. EURIBOR + 0.90%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR3,965 | 4700942 |
| &nbsp;&nbsp;&nbsp; LBA Trust, 5.12%, 10/15/41, (1-mo. CME Term <br> SOFR + 1.44%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,104 | 3107419 |
| &nbsp;&nbsp;&nbsp; LQR Trust, 7.63%, 01/15/43, (1-mo. CME Term <br> SOFR + 3.95%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,377 | 2376974 |
| MAIN Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.37%, 01/15/41, (1-mo. CME Term SOFR + <br> 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,765 | 3764999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/15/41, (1-mo. CME Term SOFR + <br> 4.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,050 | 1049999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.92%, 01/15/41, (1-mo. CME Term SOFR + <br> 5.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,115 | 1114999 |
| &nbsp;&nbsp;&nbsp; Manhattan West Mortgage Trust, 2.13%, <br> 09/10/39<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,675 | 1616007 |
| &nbsp;&nbsp;&nbsp; MCR Mortgage Trust, 5.47%, 12/15/41, (1-mo. <br> CME Term SOFR + 1.79%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD448 | 448431 |
| MFA Trust, 5.68%, 05/27/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,714 | 2750285 |
| &nbsp;&nbsp;&nbsp; Mill City Mortgage Loan Trust, 3.25%, <br> 11/25/58<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD554 | 550173 |
| &nbsp;&nbsp;&nbsp; Miltonia Mortgage Finance SRL, 3.34%, <br> 04/28/62, (3-mo. EURIBOR + 1.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR273 | 324320 |
| Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/24/57<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,005 | 991629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-BOP, Class A, 4.58%, <br> 08/15/33, (1-mo. CME Term SOFR + <br> 0.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,426 | 1160410 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.81%, 12/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,081 | 3082347 |
| &nbsp;&nbsp;&nbsp; 4.98%, 09/25/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD3,694 | 3703704 |
| &nbsp;&nbsp;&nbsp; 5.44%, 07/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD5,484 | 5545218 |
| &nbsp;&nbsp;&nbsp; 5.56%, 03/25/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD3,250 | 3292506 |
| &nbsp;&nbsp;&nbsp; 5.96%, 03/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,457 | 2498305 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active 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)** |
| Mortimer PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.59%, 09/22/67, (1-day SONIA + 0.83%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP1,029 | $1409520 |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/22/67, (1-day SONIA + 1.15%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP541 | 743701 |
| &nbsp;&nbsp;&nbsp; 5.31%, 09/22/67, (1-day SONIA + 1.55%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137584 |
| &nbsp;&nbsp;&nbsp; 5.86%, 09/22/67, (1-day SONIA + 2.10%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137956 |
| &nbsp;&nbsp;&nbsp; MSWF Commercial Mortgage Trust, 6.01%, <br> 12/15/56<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD305 | 328789 |
| NCMF Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/10/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,688 | 3707647 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/10/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,248 | 2276743 |
| &nbsp;&nbsp;&nbsp; 7.53%, 06/10/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,160 | 2194541 |
| &nbsp;&nbsp;&nbsp; New Residential Mortgage Loan Trust, 5.11%, <br> 08/25/65<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,423 | 3447394 |
| &nbsp;&nbsp;&nbsp; NEW Residential Mortgage Loan Trust, 5.57%, <br> 04/25/65<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,130 | 2159865 |
| &nbsp;&nbsp;&nbsp; NRTH Commercial Mortgage Trust, 5.07%, <br> 10/15/40, (1-mo. CME Term SOFR + <br> 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,364 | 3374512 |
| &nbsp;&nbsp;&nbsp; NY Commercial Mortgage Trust, 5.66%, <br> 02/10/47<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,770 | 1867402 |
| NYC Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 02/15/42, (1-mo. CME Term SOFR + <br> 1.21%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD995 | 995622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 10/15/40, (1-mo. CME Term SOFR + <br> 1.74%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,280 | 2297692 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/25/55<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,451 | 2474974 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/25/65<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,055 | 2081849 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/64<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD1,161 | 1176149 |
| &nbsp;&nbsp;&nbsp; 6.52%, 07/25/63<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,388 | 2402564 |
| &nbsp;&nbsp;&nbsp; Pierpont Btl PLC, 1.00%, 12/21/62, (1-day <br> SONIA + 0.77%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP5,292 | 7244207 |
| Polaris PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.00%, 06/27/70, (1-day SONIA + <br> 0.73%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP2,115 | 2894061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 02/26/61, (1-day SONIA + <br> 1.03%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,136 | 1562515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 02/26/68, (1-day SONIA + <br> 1.05%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP336 | 461239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 02/26/61, (1-day SONIA + <br> 1.35%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP1,006 | 1387587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/26/68, (1-day SONIA + <br> 1.40%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 02/26/61, (1-day SONIA + <br> 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP106 | 146497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 02/26/68, (1-day SONIA + <br> 1.80%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.43%, 02/26/61, (1-day SONIA + <br> 2.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 139904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.73%, 02/26/61, (1-day SONIA + <br> 4.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 139765 |
| PRET Trust, 4.00%, 08/25/64<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD710 | 695745 |
| PRKCM, 5.55%, 02/25/60<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD5,421 | 5488437 |
| PRKCM Trust, 6.58%, 09/25/58<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD2,228 | 2244104 |
| PRM5 Trust, 4.62%, 03/10/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,201 | 3202180 |
| PRPM LLC, 4.00%, 01/25/54<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD594 | 588568 |
| PRPM Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/25/69<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD1,856 | 1876367 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/25/68<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD824 | 827769 |
| &nbsp;&nbsp;&nbsp; 6.33%, 06/25/69<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD634 | 643437 |
| PSMC Trust, 2.50%, 03/25/51<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD6,839 | 5749398 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| RCKT Mortgage Trust, 2.50%, 06/25/51<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,826 | $7078181 |
| &nbsp;&nbsp;&nbsp; Residential Mortgage Loan Trust, 3.26%, <br> 09/25/59<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,595 | 1584136 |
| Santander Mortgage Asset Receivable Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/25/65<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,229 | 2237877 |
| &nbsp;&nbsp;&nbsp; 5.07%, 08/25/65<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,563 | 4582455 |
| &nbsp;&nbsp;&nbsp; Sapphire XXXII Trust, 4.67%, 06/14/66, <br> (1-month BB Swap + 1.10%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; AUD4,502 | 3141675 |
| &nbsp;&nbsp;&nbsp; SCG Commercial Mortgage Trust, 5.18%, <br> 03/15/35, (1-mo. CME Term SOFR <br> +1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD811 | 808972 |
| Sequoia Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/25/51<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,278 | 6118254 |
| &nbsp;&nbsp;&nbsp; 4.47%, 11/25/63<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,341 | 2351375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 11/25/55, (30-day Avg SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,692 | 4717122 |
| &nbsp;&nbsp;&nbsp; SHRN Trust, 4.88%, 10/15/40, (1-mo. CME <br> Term SOFR +1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,500 | 3504375 |
| &nbsp;&nbsp;&nbsp; Sirius Logistics UK DAC, 4.98%, 11/17/35, <br> (1-day SONIA + 1.25%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP3,786 | 5180574 |
| &nbsp;&nbsp;&nbsp; SLG Commercial Mortgage Trust, 4.93%, <br> 02/15/39<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,123 | 2130755 |
| Stratton Mortgage Funding PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 06/28/50, (1-day SONIA + 0.90%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP867 | 1186846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 06/25/49, (1-day SONIA + <br> 1.35%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP353 | 483094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 06/25/49, (1-day SONIA + <br> 1.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 136878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.24%, 06/28/50, (1-day SONIA + <br> 1.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP181 | 247537 |
| Taurus U.K. DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/18/35, (1-day SONIA + <br> 1.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP693 | 949749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 02/18/35, (1-day SONIA + <br> 2.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP222 | 303914 |
| &nbsp;&nbsp;&nbsp; TEXAS Commercial Mortgage Trust, 4.97%, <br> 04/15/42, (1-mo. CME Term SOFR <br> +1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,799 | 2800748 |
| Thunder Logistics DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 11/17/36, (3-mo. EURIBOR + <br> 1.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR795 | 943026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 11/17/36, (3-mo. EURIBOR + <br> 2.05%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR72 | 84888 |
| &nbsp;&nbsp;&nbsp; Together Asset Backed Securitisation PLC, <br> 4.93%, 01/15/57, (1-day SONIA + <br> 1.20%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP2,081 | 2865215 |
| Together Asset-Backed Securitisation PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 09/12/56, (1-day SONIA + <br> 0.93%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP575 | 787976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 08/15/64, (1-day SONIA + <br> 0.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP900 | 1236137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 09/12/56, (1-day SONIA + <br> 1.20%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP344 | 471553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 09/12/56, (1-day SONIA + <br> 1.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 01/15/57, (1-day SONIA + <br> 1.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP104 | 143372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 08/20/55, (1-day SONIA + <br> 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP114 | 157313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.68%, 09/12/56, (1-day SONIA + <br> 1.95%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | 137147 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active 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;&nbsp;&nbsp;&nbsp;&nbsp; 6.23%, 08/20/55, (1-day SONIA + <br> 2.50%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP100 | $137812 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/25/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD585 | 536435 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/25/57<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD353 | 347074 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/25/55<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,065 | 1054646 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/25/62<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,206 | 1157381 |
| Trinity Square PLC, 4.64%, 07/15/59<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP1,238 | 1696993 |
| TYSN Mortgage Trust, 6.58%, 12/10/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,610 | 1691833 |
| U.K. Logistics DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.51%, 05/17/34, (1-day SONIA + 1.65%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP232 | 317053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.86%, 05/17/35, (1-day SONIA + <br> 4.00%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP592 | 810322 |
| &nbsp;&nbsp;&nbsp; UK Logistics DAC, 5.56%, 02/17/35, (1-day <br> SONIA + 1.70%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; GBP132 | 180159 |
| Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/25/71<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,649 | 3664318 |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/27/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,725 | 2739291 |
| &nbsp;&nbsp;&nbsp; 5.12%, 01/25/71<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,619 | 1622584 |
| &nbsp;&nbsp;&nbsp; 5.62%, 05/25/70<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; USD4,932 | 4994853 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/25/70<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,368 | 1373213 |
| &nbsp;&nbsp;&nbsp; Vita Scientia DAC, 3.37%, 02/27/33, (3-mo. <br> EURIBOR + 1.30%)<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; EUR9,031 | 10720759 |
| VRTX Trust, 5.49%, 08/05/42<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,786 | 2825454 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.27%, 03/15/38<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,579 | 2599010 |
| &nbsp;&nbsp;&nbsp; 5.92%, 11/15/57<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD670 | 705146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C33, Class A4, 3.43%, <br> 03/15/59<br>| &nbsp;&nbsp;&nbsp; USD639 | 637615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-SMP, Class A, 4.60%, <br> 12/15/34, (1-mo. CME Term SOFR <br> +0.92%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD17,280 | 16074694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C48, Class A5, 4.30%, <br> 01/15/52<br>| &nbsp;&nbsp;&nbsp; USD5,372 | 5383603 |
| WEST Trust, 5.28%, 04/10/35<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,699 | 2739344 |
| &nbsp;&nbsp;&nbsp; WHARF Commercial Mortgage Trust, 5.73%, <br> 07/15/40<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD405 | 414913 |
| Winchester 1 PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/21/56<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP656 | 901029 |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/21/56, (1-day SONIA + 1.20%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP331 | 453784 |
| &nbsp;&nbsp;&nbsp; 5.29%, 10/21/56, (1-day SONIA + 1.55%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 137999 |
| &nbsp;&nbsp;&nbsp; 5.74%, 10/21/56, (1-day SONIA + 2.00%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 138438 |
|  |  | 662975629 |
| **Total Collateralized Mortgage Obligations — 17.1%** <br>**(Cost: $674,380,386)** | **Total Collateralized Mortgage Obligations — 17.1%** <br>**(Cost: $674,380,386)** | 685456590 |
| **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>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD939 | 979192 |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,462 | 1539292 |
| Neptune Bidco U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 9.29%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD172 | 176611 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/15/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD163 | 165977 |
| &nbsp;&nbsp;&nbsp; 10.38%, 05/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD39 | 41234 |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC/Outfront Media <br> Capital Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD732 | 714487 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 26364 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Advertising (continued)** | **Advertising (continued)** | **Advertising (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD157 | $156968 |
|  |  | 3800125 |
| **Aerospace & Defense — 0.6%** | **Aerospace & Defense — 0.6%** | **Aerospace & Defense — 0.6%** |
| AAR Escrow Issuer LLC, 6.75%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD77 | 79694 |
| ATI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/31<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD98 | 98155 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD268 | 268460 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD458 | 480123 |
| Boeing Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | &nbsp;&nbsp;&nbsp; USD3,170 | 3257992 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 | &nbsp;&nbsp;&nbsp; USD4,150 | 4408222 |
| Bombardier, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD172 | 172258 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD23 | 24418 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,021 | 1094172 |
| &nbsp;&nbsp;&nbsp; Efesto Bidco SpA Efesto U.S. LLC, 7.50%, <br> 02/15/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,004 | 1023498 |
| Goat Holdco LLC, 6.75%, 02/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD222 | 227999 |
| L3Harris Technologies, Inc., 4.40%, 06/15/28 | &nbsp;&nbsp;&nbsp; USD152 | 153177 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 | &nbsp;&nbsp;&nbsp; USD7,780 | 7706114 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; USD523 | 520958 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 | &nbsp;&nbsp;&nbsp; USD947 | 951420 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | &nbsp;&nbsp;&nbsp; USD1,029 | 1078262 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; USD387 | 416361 |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,445 | 1485930 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD833 | 861299 |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD721 | 733134 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD621 | 642745 |
|  |  | 25684391 |
| **Agriculture — 1.3%** | **Agriculture — 1.3%** | **Agriculture — 1.3%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/16/26 | &nbsp;&nbsp;&nbsp; USD538 | 533900 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 | &nbsp;&nbsp;&nbsp; USD4,790 | 4824638 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | &nbsp;&nbsp;&nbsp; USD4,471 | 4548178 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 | &nbsp;&nbsp;&nbsp; USD2,475 | 2607831 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 | &nbsp;&nbsp;&nbsp; USD11,463 | 11390085 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 | &nbsp;&nbsp;&nbsp; USD934 | 940581 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 | &nbsp;&nbsp;&nbsp; USD2,477 | 2629092 |
| &nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 | &nbsp;&nbsp;&nbsp; USD3,370 | 3642342 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.67%, 03/25/26 | &nbsp;&nbsp;&nbsp; USD1,878 | 1871733 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 | &nbsp;&nbsp;&nbsp; USD592 | 596895 |
| &nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 | &nbsp;&nbsp;&nbsp; USD4,446 | 4666820 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 | &nbsp;&nbsp;&nbsp; USD5,000 | 4946175 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 | &nbsp;&nbsp;&nbsp; USD4,285 | 4310364 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 | &nbsp;&nbsp;&nbsp; USD4,036 | 4111845 |
|  |  | 51620479 |
| **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** |
| Air Canada, 3.88%, 08/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD141 | 140465 |
| American Airlines, Inc., 8.50%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD64 | 66783 |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP <br> Ltd., 5.75%, 04/20/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD10 | 10104 |
| AS Mileage Plan IP Ltd., 5.02%, 10/20/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD4,511 | 4562260 |
| United Airlines Holdings, Inc., 5.38%, 03/01/31 | &nbsp;&nbsp;&nbsp; USD147 | 148460 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Airlines (continued)** | **Airlines (continued)** | **Airlines (continued)** |
| United Airlines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD43 | $42972 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD277 | 276742 |
|  |  | 5247786 |
| **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** |
| &nbsp;&nbsp;&nbsp; Beach Acquisition Bidco LLC, 5.25%, <br> 07/15/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR125 | 151710 |
| Crocs, Inc., 4.25%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD48 | 46313 |
| Levi Strauss & Co., 4.00%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 119703 |
|  |  | 317726 |
| **Auto Manufacturers — 0.7%** | **Auto Manufacturers — 0.7%** | **Auto Manufacturers — 0.7%** |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 | &nbsp;&nbsp;&nbsp; USD908 | 913021 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/06/29 | &nbsp;&nbsp;&nbsp; USD2,240 | 2251993 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/05/27 | &nbsp;&nbsp;&nbsp; USD4,489 | 4552228 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/07/29 | &nbsp;&nbsp;&nbsp; USD6,020 | 6208755 |
| &nbsp;&nbsp;&nbsp; 6.95%, 06/10/26 | &nbsp;&nbsp;&nbsp; USD4,247 | 4279701 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/06/26 | &nbsp;&nbsp;&nbsp; USD2,273 | 2273253 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/08/31 | &nbsp;&nbsp;&nbsp; USD2,280 | 2280725 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 | &nbsp;&nbsp;&nbsp; USD554 | 577672 |
| &nbsp;&nbsp;&nbsp; Nissan Motor Acceptance Co. LLC, 6.13%, <br> 09/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD203 | 202437 |
| Nissan Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/17/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 211075 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 213584 |
| Stellantis NV, 3.38%, 11/19/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; EUR2,000 | 2402698 |
|  |  | 26367142 |
| **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** |
| &nbsp;&nbsp;&nbsp; American Axle & Manufacturing, Inc., 6.38%, <br> 10/15/32<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD68 | 69380 |
| Aptiv Swiss Holdings Ltd., 4.65%, 09/13/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD3,720 | 3796454 |
| Clarios Global LP/Clarios U.S. Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120431 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD145 | 148364 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD318 | 332670 |
| &nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber Co. (The), 6.63%, <br> 07/15/30<sup>(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD81 | 82698 |
| Qnity Electronics, Inc., 5.75%, 08/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD124 | 126321 |
| Tenneco, Inc., 8.00%, 11/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD645 | 648838 |
|  |  | 5325156 |
| **Banks — 12.0%** | **Banks — 12.0%** | **Banks — 12.0%** |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.73%, 07/22/27, (1-day SOFR + 0.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,320 | 4274734 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/28, (1-day SOFR + 1.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,195 | 3150039 |
| &nbsp;&nbsp;&nbsp; 2.69%, 04/22/32, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,500 | 2294083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 12/20/28, (3-mo. CME Term SOFR <br> +1.30%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,410 | 3372861 |
| &nbsp;&nbsp;&nbsp; 4.62%, 05/09/29, (1-day SOFR + 1.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,800 | 7904585 |
| &nbsp;&nbsp;&nbsp; 4.98%, 01/24/29, (1-day SOFR + 0.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,743 | 4830603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 01/24/31, (1-day SOFR + <br> 1.00%)<sup>(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD13,386 | 13802820 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/29, (1-day SOFR + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD8,537 | 8744803 |
| &nbsp;&nbsp;&nbsp; 5.82%, 09/15/29, (1-day SOFR + 1.57%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,884 | 1964839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 1.66%, 03/11/27, (1-day SOFR + <br> 0.91%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD16,595 | 16551903 |
| &nbsp;&nbsp;&nbsp; Barclays PLC, 5.67%, 03/12/28, (1-day SOFR + <br> 1.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD200 | 203420 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Citibank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.58%, 05/29/27 | &nbsp;&nbsp;&nbsp; USD527 | $531881 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/29/30 | &nbsp;&nbsp;&nbsp; USD3,865 | 3966147 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.46%, 06/09/27, (1-day SOFR + 0.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD9,775 | 9687277 |
| &nbsp;&nbsp;&nbsp; 2.98%, 11/05/30, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD237 | 225875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/29, (3-mo. CME Term SOFR <br> +1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,633 | 4636059 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/11/31, (1-day SOFR + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD9,805 | 9812896 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/19/30, (1-day SOFR + 1.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,755 | 3786062 |
| &nbsp;&nbsp;&nbsp; 4.64%, 05/07/28, (1-day SOFR + 1.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD20,626 | 20784211 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/07/31, (1-day SOFR + 1.46%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD13,083 | 13350928 |
| &nbsp;&nbsp;&nbsp; 5.17%, 02/13/30, (1-day SOFR + 1.36%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD6,303 | 6476340 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp; 4.47%, 12/10/31, (1-day SOFR + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,020 | 1018866 |
| &nbsp;&nbsp;&nbsp; 5.37%, 01/10/29, (1-day SOFR + 1.21%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,787 | 2846058 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp, 4.57%, 04/29/32, (1-day <br> SOFR + 0.95%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,440 | 2437810 |
| Goldman Sachs Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.43%, 03/09/27, (1-day SOFR + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,640 | 4627398 |
| &nbsp;&nbsp;&nbsp; 1.54%, 09/10/27, (1-day SOFR + 0.82%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD14,175 | 13964100 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/21/27, (1-day SOFR + 0.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD9,318 | 9179030 |
| &nbsp;&nbsp;&nbsp; 2.64%, 02/24/28, (1-day SOFR + 1.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,334 | 7228944 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/21/29, (1-day SOFR + 0.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD8,250 | 8245482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 05/01/29, (3-mo. CME Term SOFR <br> +1.56%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,774 | 3782948 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/31, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD9,390 | 9336444 |
| &nbsp;&nbsp;&nbsp; 4.52%, 01/21/32, (1-day SOFR + 0.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD6,475 | 6472559 |
| &nbsp;&nbsp;&nbsp; 4.94%, 04/23/28, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD8,650 | 8743356 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/23/30, (1-day SOFR + 1.21%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,663 | 7848142 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/31, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD8,524 | 8780163 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/24/29, (1-day SOFR + 1.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD8,340 | 8829286 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.47%, 09/22/27, (1-day SOFR + 0.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,555 | 3498818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.74%, 10/15/30, (3-mo. CME Term SOFR + <br> 1.51%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,306 | 3142021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/06/30, (3-mo. CME Term SOFR + <br> 1.42%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,000 | 4929575 |
| &nbsp;&nbsp;&nbsp; 4.26%, 10/22/31, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,745 | 4721212 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/22/32, (1-day SOFR + 0.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD5,280 | 5266092 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/28, (1-day SOFR + 1.99%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,868 | 3915393 |
| &nbsp;&nbsp;&nbsp; 4.92%, 01/24/29, (1-day SOFR + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD17,672 | 17991111 |
| &nbsp;&nbsp;&nbsp; 4.98%, 07/22/28, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD10,255 | 10402472 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/22/30, (1-day SOFR + 1.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,338 | 2399765 |
| &nbsp;&nbsp;&nbsp; 5.01%, 01/23/30, (1-day SOFR + 1.31%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,500 | 1538039 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/22/31, (1-day SOFR + 1.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD11,264 | 11617576 |
| &nbsp;&nbsp;&nbsp; 5.14%, 01/24/31, (1-day SOFR + 1.01%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD5,318 | 5487075 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/24/29, (1-day SOFR + 1.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,250 | 3346108 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/28, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,430 | 4513525 |
| &nbsp;&nbsp;&nbsp; 6.07%, 10/22/27, (1-day SOFR + 1.33%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,968 | 5045266 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 2.48%, 01/21/28, (1-day SOFR + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,433 | 7328318 |
| &nbsp;&nbsp;&nbsp; 4.24%, 01/09/30, (1-day SOFR + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,250 | 2254259 |
| &nbsp;&nbsp;&nbsp; 4.49%, 01/16/32, (1-day SOFR + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD5,355 | 5351469 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,342 | 3382971 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/29, (1-day SOFR + 1.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD9,278 | 9447743 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/19/30, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD10,364 | 10617992 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/16/30, (1-day SOFR + 1.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,910 | 4014354 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/31, (1-day SOFR + 1.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,589 | 2665012 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/18/30, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,819 | 1894173 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/18/28, (1-day SOFR + 2.24%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,527 | 3658423 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Morgan Stanley Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/14/28, (1-day SOFR + 0.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD8,370 | $8479158 |
| &nbsp;&nbsp;&nbsp; 5.02%, 01/12/29, (1-day SOFR + 0.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,084 | 7216723 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/26/28, (1-day SOFR + 0.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,717 | 3787967 |
| Morgan Stanley Private Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/17/28, (1-day SOFR +0.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD6,090 | 6106925 |
| &nbsp;&nbsp;&nbsp; 4.47%, 07/06/28, (1-day SOFR + 0.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD7,529 | 7577070 |
| &nbsp;&nbsp;&nbsp; 4.47%, 11/19/31, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD1,730 | 1730550 |
| &nbsp;&nbsp;&nbsp; 4.73%, 07/18/31, (1-day SOFR + 1.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD3,240 | 3282589 |
| &nbsp;&nbsp;&nbsp; PNC Bank N.A., 4.54%, 05/13/27, (1-day SOFR <br> + 0.63%)<sup>(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD8,985 | 8996948 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp., 5.44%, 01/24/30, (1-day <br> SOFR + 1.62%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,270 | 1314364 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.22%, 01/27/28, (1-day SOFR + 0.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD173 | 170144 |
| &nbsp;&nbsp;&nbsp; 6.79%, 10/26/27, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD182 | 185769 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; 1.49%, 08/10/27, (1-year CMT + 0.85%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; USD233 | 229843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 09/23/31, (1-day SOFR + <br> 1.06%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,150 | 2139310 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28, (3-mo. CME Term SOFR <br> +1.57%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD3,273 | 3255305 |
| &nbsp;&nbsp;&nbsp; 4.08%, 09/15/29, (1-day SOFR + 0.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD9,620 | 9611598 |
| &nbsp;&nbsp;&nbsp; 4.18%, 01/23/30, (1-day SOFR + 0.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD6,630 | 6635571 |
| &nbsp;&nbsp;&nbsp; 4.81%, 07/25/28, (1-day SOFR + 1.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD840 | 849712 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/23/29, (1-day SOFR + 1.37%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,715 | 4804702 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/23/31, (1-day SOFR + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD10,041 | 10339321 |
| &nbsp;&nbsp;&nbsp; 5.57%, 07/25/29, (1-day SOFR + 1.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,738 | 2833017 |
| &nbsp;&nbsp;&nbsp; 5.71%, 04/22/28, (1-day SOFR + 0.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,083 | 4164719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series W, 4.90%, 01/24/28, (1-day SOFR + <br> 0.78%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,031 | 4065043 |
|  |  | 479898062 |
| **Biotechnology — 0.2%** | **Biotechnology — 0.2%** | **Biotechnology — 0.2%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 | &nbsp;&nbsp;&nbsp; USD1,870 | 1768696 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | &nbsp;&nbsp;&nbsp; USD2,630 | 2629173 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 | &nbsp;&nbsp;&nbsp; USD159 | 162764 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD1,000 | 1037587 |
| &nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc., 5.50%, <br> 02/15/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD200 | 200554 |
| Genmab A/S, 7.25%, 12/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 211672 |
|  |  | 6010446 |
| **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| EMRLD Borrower LP/Emerald Co-Issuer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,455 | 1506037 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD301 | 315797 |
| &nbsp;&nbsp;&nbsp; New Enterprise Stone & Lime Co., Inc., 5.25%, <br> 07/15/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD43 | 43011 |
| Quikrete Holdings, Inc., 6.38%, 03/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD741 | 768485 |
| &nbsp;&nbsp;&nbsp; Smyrna Ready Mix Concrete LLC, 6.00%, <br> 11/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD21 | 21066 |
| &nbsp;&nbsp;&nbsp; Standard Building Solutions, Inc., 6.25%, <br> 08/01/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD158 | 161501 |
| Standard Industries, Inc./New York |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD436 | 420614 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD631 | 627701 |
|  |  | 3864212 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals — 0.2%** | **Chemicals — 0.2%** | **Chemicals — 0.2%** |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems LLC/Axalta Coating <br> Systems Dutch Holding B BV, 4.75%, <br> 06/15/27<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD387 | $386218 |
| &nbsp;&nbsp;&nbsp; Celanese U.S. Holdings LLC, 7.00%, <br> 02/15/31<sup>(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD15 | 15343 |
| Chemours Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD31 | 28907 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD349 | 351304 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD164 | 162641 |
| Element Solutions, Inc., 3.88%, 09/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD854 | 832349 |
| Herens Holdco SARL, 4.75%, 05/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 175976 |
| &nbsp;&nbsp;&nbsp; Inversion Escrow Issuer LLC, 6.75%, <br> 08/01/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD686 | 679480 |
| &nbsp;&nbsp;&nbsp; LYB International Finance III LLC, 5.13%, <br> 01/15/31<sup>(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,080 | 1085626 |
| Olympus Water U.S. Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD272 | 278813 |
| &nbsp;&nbsp;&nbsp; Series 144\*, 7.25%, 02/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD404 | 402428 |
| Perimeter Holdings LLC, 6.25%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD334 | 334013 |
| &nbsp;&nbsp;&nbsp; SK Invictus Intermediate II SARL, 5.00%, <br> 10/30/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD99 | 97416 |
| WR Grace Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD364 | 364000 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD206 | 204862 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD140 | 140175 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD507 | 517516 |
|  |  | 6057067 |
| **Commercial Services — 0.4%** | **Commercial Services — 0.4%** | **Commercial Services — 0.4%** |
| ADT Security Corp. (The), 5.88%, 10/15/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD161 | 163214 |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 Sarl/Aggreko Holdings, Inc., <br> 7.00%, 05/21/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD404 | 421074 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC, 7.88%, <br> 02/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,042 | 1096625 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal <br> Finance Corp., 6.88%, 06/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD848 | 880653 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal <br> Finance Corp./Atlas Luxco 4 Sarl, 4.63%, <br> 06/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,001 | 988174 |
| Belron U.K. Finance PLC, 5.75%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD400 | 407617 |
| Block, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/26 | &nbsp;&nbsp;&nbsp; USD183 | 181914 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD152 | 154712 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD100 | 103895 |
| Clarivate Science Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/01/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD943 | 889987 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD130 | 111743 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp., 7.75%, <br> 02/15/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD919 | 938541 |
| Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 | &nbsp;&nbsp;&nbsp; USD4,000 | 4017574 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/26 | &nbsp;&nbsp;&nbsp; USD935 | 935963 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/30 | &nbsp;&nbsp;&nbsp; USD1,445 | 1444667 |
| Herc Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD83 | 83589 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD394 | 407747 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD167 | 175277 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance U.S., Inc., 7.88%, <br> 09/30/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD286 | 250826 |
| Korn Ferry, 4.63%, 12/15/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD76 | 75758 |
| &nbsp;&nbsp;&nbsp; Prime Security Services Borrower LLC/Prime <br> Finance, Inc., 3.38%, 08/31/27<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD102 | 99913 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active 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)** |
| &nbsp;&nbsp;&nbsp; Raven Acquisition Holdings LLC, 6.88%, <br> 11/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD225 | $225478 |
| &nbsp;&nbsp;&nbsp; RR Donnelley & Sons Co., 9.50%, <br> 08/01/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD318 | 330942 |
| &nbsp;&nbsp;&nbsp; Sabre Financial Borrower LLC, 11.13%, <br> 06/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD226 | 228567 |
| &nbsp;&nbsp;&nbsp; Service Corp. International/U.S., 4.00%, <br> 05/15/31<br>| &nbsp;&nbsp;&nbsp; USD302 | 287389 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 Payments Finance <br> Sub, Inc., 5.50%, 05/15/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; EUR115 | 138803 |
| Sotheby's, 7.38%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD461 | 459212 |
| &nbsp;&nbsp;&nbsp; Team Services Holding, Inc., 9.00%, <br> 02/15/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD42 | 42000 |
| Wand NewCo 3, Inc., 7.63%, 01/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD313 | 329103 |
| WEX, Inc., 6.50%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD189 | 192905 |
| Williams Scotsman, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD107 | 110623 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD146 | 151272 |
|  |  | 16325757 |
| **Computers — 0.1%** | **Computers — 0.1%** | **Computers — 0.1%** |
| Amentum Holdings, Inc., 7.25%, 08/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD75 | 79037 |
| &nbsp;&nbsp;&nbsp; Dell International LLC/EMC Corp., 4.50%, <br> 02/15/31<br>| &nbsp;&nbsp;&nbsp; USD2,410 | 2403690 |
| &nbsp;&nbsp;&nbsp; Fortress Intermediate 3, Inc., 7.50%, <br> 06/01/31<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD656 | 668224 |
| Seagate Data Storage Technology Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD107 | 110229 |
| &nbsp;&nbsp;&nbsp; 8.25%, 12/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD83 | 87671 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD171 | 180951 |
|  |  | 3529802 |
| **Cosmetics & Personal Care — 0.0%** | **Cosmetics & Personal Care — 0.0%** | **Cosmetics & Personal Care — 0.0%** |
| Opal Bidco SAS, 6.50%, 03/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 204084 |
| **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** |
| &nbsp;&nbsp;&nbsp; American Builders & Contractors Supply Co., <br> Inc., 3.88%, 11/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD38 | 36670 |
| Gates Corp./DE, 6.88%, 07/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD92 | 95637 |
| Resideo Funding, Inc., 6.50%, 07/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD228 | 231593 |
|  |  | 363900 |
| **Diversified Financial Services — 1.1%** | **Diversified Financial Services — 1.1%** | **Diversified Financial Services — 1.1%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.38%, 11/15/30<br>| &nbsp;&nbsp;&nbsp; USD2,670 | 2657381 |
| &nbsp;&nbsp;&nbsp; Ally Financial, Inc., 5.74%, 05/15/29, (1-day <br> SOFR Index + 1.96%)<sup>(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,555 | 1596706 |
| Azorra Finance Ltd., 7.25%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD187 | 195852 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/02/27, (1-day SOFR + 0.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD4,141 | 4070940 |
| &nbsp;&nbsp;&nbsp; 4.49%, 09/11/31, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD2,895 | 2875764 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/30, (1-day SOFR + 1.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; USD653 | 678027 |
| CrossCountry Intermediate HoldCo LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD128 | 129919 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD69 | 69567 |
| &nbsp;&nbsp;&nbsp; Focus Financial Partners LLC, 6.75%, <br> 09/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD91 | 93159 |
| Freedom Mortgage Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD81 | 80382 |
| &nbsp;&nbsp;&nbsp; 8.38%, 04/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD185 | 193525 |
| &nbsp;&nbsp;&nbsp; 9.13%, 05/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD187 | 197709 |
| &nbsp;&nbsp;&nbsp; 9.25%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD9 | 9422 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| GGAM Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD186 | $189023 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD330 | 341413 |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 28429 |
| &nbsp;&nbsp;&nbsp; Global Aircraft Leasing Co. Ltd., 8.75%, <br> 09/01/27<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD273 | 283497 |
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., 6.75%, <br> 05/01/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD157 | 163302 |
| &nbsp;&nbsp;&nbsp; Midcap Financial Issuer Trust, 6.50%, <br> 05/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD2,209 | 2213129 |
| Navient Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD134 | 135249 |
| &nbsp;&nbsp;&nbsp; 9.38%, 07/25/30 | &nbsp;&nbsp;&nbsp; USD24 | 25847 |
| OMERS Finance Trust, 4.38%, 03/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD4,795 | 4869058 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/27 | &nbsp;&nbsp;&nbsp; USD58 | 57277 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/30 | &nbsp;&nbsp;&nbsp; USD27 | 25324 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD575 | 586152 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/29 | &nbsp;&nbsp;&nbsp; USD357 | 367987 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD158 | 161483 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; USD118 | 123704 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; USD262 | 276374 |
| Osaic Holdings, Inc., 6.75%, 08/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD186 | 192633 |
| PennyMac Financial Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD240 | 245270 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD224 | 231257 |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD43 | 45293 |
| &nbsp;&nbsp;&nbsp; Phoenix Aviation Capital Ltd., 9.25%, <br> 07/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD397 | 416066 |
| Rocket Companies, Inc., 6.13%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD417 | 426928 |
| Rocket Cos. Inc |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD294 | 302414 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD183 | 191233 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 2.88%, 10/15/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD2 | 1973 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/29/29, (1-day SOFR + <br> 1.40%)<sup>(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,288 | 4338045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/06/31, (1-day SOFR + <br> 1.68%)<sup>(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD5,737 | 5848060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 08/02/30, (1-day SOFR Index + <br> 2.13%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; USD782 | 809944 |
| Turquoise V Trust, 1.00%, 06/12/67 | &nbsp;&nbsp;&nbsp; AUD11,860 | 8258714 |
| UWM Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD245 | 243452 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD190 | 191640 |
|  |  | 44438523 |
| **Electric — 3.0%** | **Electric — 3.0%** | **Electric — 3.0%** |
| Calpine Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3 | 2997 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD98 | 97952 |
| &nbsp;&nbsp;&nbsp; Clearway Energy Operating LLC, 4.75%, <br> 03/15/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD82 | 81942 |
| &nbsp;&nbsp;&nbsp; Constellation Energy Generation LLC, 4.40%, <br> 01/15/31<sup>(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,170 | 4160105 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; USD2,250 | 2272225 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 | &nbsp;&nbsp;&nbsp; USD1,532 | 1558692 |
| &nbsp;&nbsp;&nbsp; ContourGlobal Power Holdings SA, 6.75%, <br> 02/28/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD200 | 206256 |
| Dominion Energy, Inc., 5.00%, 06/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD2,420 | 2483619 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Duke Energy Carolinas LLC, 4.85%, 03/15/30 | &nbsp;&nbsp;&nbsp; USD3,281 | $3375753 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/26 | &nbsp;&nbsp;&nbsp; USD4,712 | 4678415 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 | &nbsp;&nbsp;&nbsp; USD1,906 | 1864747 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; USD981 | 987488 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 | &nbsp;&nbsp;&nbsp; USD3,890 | 3973066 |
| Edison International, 5.25%, 11/15/28 | &nbsp;&nbsp;&nbsp; USD98 | 99658 |
| &nbsp;&nbsp;&nbsp; Enel Finance International NV, 4.38%, <br> 09/30/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,790 | 4778465 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/26 | &nbsp;&nbsp;&nbsp; USD1,456 | 1459182 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/27 | &nbsp;&nbsp;&nbsp; USD2,536 | 2561098 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; USD1,068 | 1117085 |
| &nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | &nbsp;&nbsp;&nbsp; USD238 | 238133 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; USD1,298 | 1285916 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; USD2,608 | 2667313 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 | &nbsp;&nbsp;&nbsp; USD1,666 | 1714270 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 | &nbsp;&nbsp;&nbsp; USD4,133 | 3864524 |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 07/15/27 | &nbsp;&nbsp;&nbsp; USD3,936 | 3927035 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Transmission LLC, 4.55%, <br> 01/15/30<br>| &nbsp;&nbsp;&nbsp; USD1,307 | 1314694 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 | &nbsp;&nbsp;&nbsp; USD86 | 87102 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 | &nbsp;&nbsp;&nbsp; USD140 | 143492 |
| &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative Finance <br> Corp., 4.75%, 02/07/28<br>| &nbsp;&nbsp;&nbsp; USD818 | 830437 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; USD2,065 | 1899076 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 | &nbsp;&nbsp;&nbsp; USD1,095 | 1089723 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/27 | &nbsp;&nbsp;&nbsp; USD4,665 | 4718378 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/28 | &nbsp;&nbsp;&nbsp; USD1,301 | 1324179 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; USD710 | 727419 |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/02/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,993 | 1926662 |
| &nbsp;&nbsp;&nbsp; 4.73%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,710 | 2709487 |
| Ohio Edison Co., 4.95%, 12/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,960 | 2003214 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 | &nbsp;&nbsp;&nbsp; USD710 | 705276 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | &nbsp;&nbsp;&nbsp; USD3,815 | 3881825 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 | &nbsp;&nbsp;&nbsp; USD218 | 197112 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; USD850 | 827093 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/27 | &nbsp;&nbsp;&nbsp; USD100 | 98598 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | &nbsp;&nbsp;&nbsp; USD2,790 | 2782316 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 | &nbsp;&nbsp;&nbsp; USD10,209 | 10546096 |
| &nbsp;&nbsp;&nbsp; Pattern Energy Operations LP/Pattern Energy <br> Operations, Inc., 4.50%, 08/15/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD95 | 94085 |
| &nbsp;&nbsp;&nbsp; Public Service Enterprise Group, Inc., 4.90%, <br> 03/15/30<br>| &nbsp;&nbsp;&nbsp; USD2,175 | 2223922 |
| Sempra, 3.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; USD52 | 51233 |
| &nbsp;&nbsp;&nbsp; Southern California Edison Co., 5.30%, <br> 03/01/28<sup>(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,022 | 1045613 |
| Southern Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/01/26 | &nbsp;&nbsp;&nbsp; USD596 | 594817 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 | &nbsp;&nbsp;&nbsp; USD458 | 466426 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; USD4,035 | 4190855 |
| Talen Energy Supply LLC, 8.63%, 06/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD28 | 29543 |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/30/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD1,214 | 1208865 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,830 | $3830360 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD7,723 | 7684144 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,990 | 3977300 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD4,600 | 4593555 |
| &nbsp;&nbsp;&nbsp; 5.05%, 12/30/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,150 | 1160341 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD78 | 78056 |
| VoltaGrid LLC, 7.38%, 11/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD639 | 647186 |
| &nbsp;&nbsp;&nbsp; XPLR Infrastructure Operating Partners LP, <br> 8.38%, 01/15/31<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD320 | 336134 |
|  |  | 119480550 |
| **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** |
| WESCO Distribution, Inc., 6.38%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD32 | 32993 |
| **Electronics — 0.2%** | **Electronics — 0.2%** | **Electronics — 0.2%** |
| Honeywell International, Inc., 4.70%, 02/01/30 | &nbsp;&nbsp;&nbsp; USD2,669 | 2727932 |
| Jabil, Inc., 4.20%, 02/01/29 | &nbsp;&nbsp;&nbsp; USD3,095 | 3093854 |
| Sensata Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD214 | 200541 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD871 | 851693 |
|  |  | 6874020 |
| **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** |
| Arcosa, Inc., 4.38%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD95 | 93387 |
| &nbsp;&nbsp;&nbsp; Brand Industrial Services, Inc., 10.38%, <br> 08/01/30<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,186 | 1137065 |
| Dycom Industries, Inc., 4.50%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 26578 |
|  |  | 1257030 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** |
| Boyne USA, Inc., 4.75%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD153 | 150975 |
| Caesars Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD294 | 300622 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD891 | 920064 |
| Churchill Downs, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD171 | 170416 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD110 | 109981 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD814 | 818413 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD274 | 282312 |
| Flutter Treasury DAC, 5.88%, 06/04/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 202591 |
| &nbsp;&nbsp;&nbsp; Great Canadian Gaming Corp./Raptor LLC, <br> 8.75%, 11/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD123 | 125080 |
| Live Nation Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD118 | 116353 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD72 | 71978 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD114 | 114512 |
| &nbsp;&nbsp;&nbsp; Merlin Entertainments Group U.S. Holdings, <br> Inc., 7.38%, 02/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD200 | 169343 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority/MS Digital <br> Entertainment Holdings LLC, 8.25%, <br> 04/15/30<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD59 | 61516 |
| &nbsp;&nbsp;&nbsp; Rivers Enterprise Lender LLC / Rivers <br> Enterprise Lender Corp., 6.25%, 10/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD82 | 83243 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp., 5.50%, <br> 04/15/27<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD98 | 97951 |
| Vail Resorts, Inc., 5.63%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD88 | 89375 |
| Voyager Parent LLC, 9.25%, 07/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD149 | 158286 |
| Warnermedia Holdings, Inc., 3.76%, 03/15/27 | &nbsp;&nbsp;&nbsp; USD1,077 | 1069041 |
| &nbsp;&nbsp;&nbsp; Wynn Resorts Finance LLC/Wynn Resorts <br> Capital Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD150 | 150446 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD373 | 401880 |
|  |  | 5664378 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** |
| Clean Harbors, Inc., 5.13%, 07/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | $27027 |
| &nbsp;&nbsp;&nbsp; GFL Environmental Holdings U.S., Inc., 5.50%, <br> 02/01/34<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD291 | 291670 |
| GFL Environmental, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD178 | 175186 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD441 | 461344 |
| Waste Pro USA, Inc., 7.00%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD468 | 480807 |
| Wrangler Holdco Corp., 6.63%, 04/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD17 | 17690 |
|  |  | 1453724 |
| **Food — 0.1%** | **Food — 0.1%** | **Food — 0.1%** |
| &nbsp;&nbsp;&nbsp; Albertsons Co, Inc./Safeway, Inc./New <br> Albertsons LP/Albertsons LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/31/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD79 | 79140 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/31/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD137 | 134736 |
| &nbsp;&nbsp;&nbsp; Albertsons Companies, Inc., 5.63%, <br> 03/31/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD67 | 66932 |
| &nbsp;&nbsp;&nbsp; Chobani LLC/Chobani Finance Corp., Inc., <br> 4.63%, 11/15/28<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD603 | 599932 |
| Darling Global Finance BV, 4.50%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR100 | 120961 |
| Fiesta Purchaser, Inc., 7.88%, 03/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD10 | 10285 |
| Lamb Weston Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD663 | 640057 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD61 | 61104 |
| Performance Food Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 26437 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD90 | 90049 |
| Post Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD689 | 652734 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD61 | 59567 |
| &nbsp;&nbsp;&nbsp; Simmons Foods, Inc./Simmons Prepared <br> Foods, Inc./Simmons Pet Food, <br> Inc./Simmons Feed, 4.63%, 03/01/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD38 | 36624 |
| U.S. Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 26892 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD30 | 30941 |
|  |  | 2636391 |
| **Food Service — 0.0%** | **Food Service — 0.0%** | **Food Service — 0.0%** |
| Aramark Services, Inc., 5.00%, 02/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD272 | 271851 |
| **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** |
| &nbsp;&nbsp;&nbsp; AmeriGas Partners LP/AmeriGas Finance <br> Corp., 9.50%, 06/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD60 | 64306 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/29 | &nbsp;&nbsp;&nbsp; USD88 | 90762 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD89 | 91249 |
|  |  | 246317 |
| **Health Care - Products — 0.1%** | **Health Care - Products — 0.1%** | **Health Care - Products — 0.1%** |
| Avantor Funding, Inc., 4.63%, 07/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD680 | 674767 |
| Bausch & Lomb Corp., 8.38%, 10/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD940 | 979950 |
| Medline Borrower LP, 5.25%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD909 | 910571 |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP/Medline Co-Issuer, Inc., <br> 6.25%, 04/01/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD320 | 330275 |
| Teleflex, Inc., 4.25%, 06/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD108 | 106501 |
|  |  | 3002064 |
| **Health Care - Services — 1.5%** | **Health Care - Services — 1.5%** | **Health Care - Services — 1.5%** |
| &nbsp;&nbsp;&nbsp; AHP Health Partners, Inc., 5.75%, <br> 07/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD188 | 183292 |
| &nbsp;&nbsp;&nbsp; Charles River Laboratories International, Inc., <br> 4.25%, 05/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD40 | 39435 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| CHS/Community Health Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD93 | $83425 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD189 | 178211 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD500 | 498650 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | &nbsp;&nbsp;&nbsp; USD23 | 22894 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; USD1,331 | 1330288 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | &nbsp;&nbsp;&nbsp; USD206 | 206473 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; USD2,326 | 2397108 |
| Encompass Health Corp., 4.50%, 02/01/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD156 | 155266 |
| Fortrea Holdings, Inc., 7.50%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD17 | 17295 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 | &nbsp;&nbsp;&nbsp; USD2,290 | 2267914 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; USD4,488 | 4314978 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | &nbsp;&nbsp;&nbsp; USD5,644 | 5631494 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; USD5,720 | 5687082 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 | &nbsp;&nbsp;&nbsp; USD1,700 | 1703635 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; USD11,620 | 11839280 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/28 | &nbsp;&nbsp;&nbsp; USD5,692 | 5831686 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/26 | &nbsp;&nbsp;&nbsp; USD1,121 | 1122157 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD2,664 | 2750053 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 | &nbsp;&nbsp;&nbsp; USD3,754 | 3868577 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | &nbsp;&nbsp;&nbsp; USD217 | 226131 |
| HealthEquity, Inc., 4.50%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD321 | 312897 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 | &nbsp;&nbsp;&nbsp; USD133 | 132696 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 | &nbsp;&nbsp;&nbsp; USD3,660 | 3748786 |
| IQVIA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 200067 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD385 | 399996 |
| LifePoint Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD313 | 340103 |
| &nbsp;&nbsp;&nbsp; 9.88%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD438 | 469902 |
| &nbsp;&nbsp;&nbsp; 11.00%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD525 | 572553 |
| Molina Healthcare, Inc., 6.50%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD165 | 169100 |
| Star Parent, Inc., 9.00%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD649 | 685001 |
| Tenet Healthcare Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD142 | 141604 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD110 | 112256 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/31 | &nbsp;&nbsp;&nbsp; USD536 | 556718 |
| &nbsp;&nbsp;&nbsp; U.S. Acute Care Solutions LLC, 9.75%, <br> 05/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD91 | 91398 |
|  |  | 58288401 |
| **Holding Companies - Diversified — 0.0%** | **Holding Companies - Diversified — 0.0%** | **Holding Companies - Diversified — 0.0%** |
| &nbsp;&nbsp;&nbsp; Icahn Enterprises LP/Icahn Enterprises <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD21 | 18537 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/27 | &nbsp;&nbsp;&nbsp; USD921 | 911134 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD51 | 51311 |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD187 | 188755 |
|  |  | 1169737 |
| **Home Builders — 0.0%** | **Home Builders — 0.0%** | **Home Builders — 0.0%** |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, <br> Inc./Brookfield Residential U.S. LLC, 5.00%, <br> 06/15/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD173 | 167522 |
| Empire Communities Corp., 9.75%, 05/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD15 | 15500 |
| K Hovnanian Enterprises, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD103 | 105520 |
| &nbsp;&nbsp;&nbsp; 8.38%, 10/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD159 | 162497 |
| LGI Homes, Inc., 8.75%, 12/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 28137 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Home Builders (continued)** | **Home Builders (continued)** | **Home Builders (continued)** |
| Mattamy Group Corp., 4.63%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | $26364 |
| New Home Co., Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 11/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD34 | 35416 |
| &nbsp;&nbsp;&nbsp; 9.25%, 10/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD38 | 40042 |
| STL Holding Co. LLC, 8.75%, 02/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD18 | 18928 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Communities, Inc., 5.75%, <br> 11/15/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD59 | 60559 |
| Tri Pointe Homes, Inc., 5.25%, 06/01/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD61 | 61175 |
|  |  | 721660 |
| **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** |
| &nbsp;&nbsp;&nbsp; Somnigroup International, Inc., 4.00%, <br> 04/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD113 | 109628 |
| **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** |
| Newell Brands, Inc., 8.50%, 06/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD98 | 102748 |
| **Insurance — 0.3%** | **Insurance — 0.3%** | **Insurance — 0.3%** |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD827 | 816787 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD191 | 194160 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,337 | 1386144 |
| AmWINS Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD219 | 216075 |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD38 | 38991 |
| Ardonagh Finco Ltd., 7.75%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,721 | 1779132 |
| Asurion LLC and Asurion Co-Issuer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 12/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD542 | 566284 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD421 | 425614 |
| &nbsp;&nbsp;&nbsp; Howden U.K. Refinance PLC/Howden U.K. <br> Refinance 2 PLC/Howden U.S. Refinance <br> LLC, 7.25%, 02/15/31<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,268 | 1311455 |
| HUB International Ltd., 7.25%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,186 | 2280772 |
| &nbsp;&nbsp;&nbsp; Jones Deslauriers Insurance Management, <br> Inc., 8.50%, 03/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD129 | 134882 |
| Panther Escrow Issuer LLC, 7.13%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,910 | 1967159 |
| Ryan Specialty LLC, 4.38%, 02/01/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 26304 |
|  |  | 11143759 |
| **Internet — 1.5%** | **Internet — 1.5%** | **Internet — 1.5%** |
| Alphabet, Inc., 4.10%, 11/15/30 | &nbsp;&nbsp;&nbsp; USD3,300 | 3302654 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 | &nbsp;&nbsp;&nbsp; USD3,745 | 3758409 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/20/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD2,930 | 2930267 |
| AppLovin Corp., 5.13%, 12/01/29 | &nbsp;&nbsp;&nbsp; USD16,474 | 16898501 |
| Beignet Investor LLC, 6.58%, 05/30/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD6,165 | 6419101 |
| Gen Digital, Inc., 6.75%, 09/30/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD62 | 62518 |
| Getty Images, Inc., 10.50%, 11/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD63 | 63792 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance U.S., Inc./ION Platform <br> Finance Sarl, 5.00%, 05/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD246 | 232241 |
| Match Group Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD119 | 112165 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD290 | 287233 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,277 | 2328581 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD2,562 | 2687452 |
| Rakuten Group, Inc., 9.75%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD400 | 448142 |
| Snap, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD312 | 320160 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD156 | 159295 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 | &nbsp;&nbsp;&nbsp; USD5,506 | 5457411 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD2,749 | $2757934 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD11,334 | 11287564 |
|  |  | 59513420 |
| **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** |
| &nbsp;&nbsp;&nbsp; Big River Steel LLC/BRS Finance Corp., <br> 6.63%, 01/31/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD386 | 389582 |
| Cleveland-Cliffs, Inc., 6.88%, 11/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD74 | 76901 |
| Commercial Metals Co., 6.00%, 12/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD193 | 197190 |
| Steel Dynamics, Inc., 4.00%, 12/15/28 | &nbsp;&nbsp;&nbsp; USD3,920 | 3914392 |
|  |  | 4578065 |
| **Leisure Time — 0.1%** | **Leisure Time — 0.1%** | **Leisure Time — 0.1%** |
| Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD468 | 480647 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD187 | 193297 |
| Carnival PLC, 4.13%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR170 | 205033 |
| &nbsp;&nbsp;&nbsp; Lindblad Expeditions LLC, 7.00%, <br> 09/15/30<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD135 | 140931 |
| NCL Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD264 | 264723 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD476 | 487808 |
| Sabre GLBL, Inc., 10.75%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD61 | 48953 |
| Viking Cruises Ltd., 9.13%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD273 | 291174 |
| &nbsp;&nbsp;&nbsp; Viking Ocean Cruises Ship VII Ltd., 5.63%, <br> 02/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD27 | 27001 |
|  |  | 2139567 |
| **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** |
| Hilton Domestic Operating Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD81 | 82874 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD477 | 492709 |
| &nbsp;&nbsp;&nbsp; Melco Resorts Finance Ltd., 5.38%, <br> 12/04/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD800 | 791360 |
| Station Casinos LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD423 | 421068 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD67 | 64320 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD46 | 47050 |
| &nbsp;&nbsp;&nbsp; Wynn Las Vegas LLC/Wynn Las Vegas Capital <br> Corp., 5.25%, 05/15/27<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD85 | 85478 |
| Wynn Macau Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD400 | 396640 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/26/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 199638 |
|  |  | 2581137 |
| **Machinery — 0.1%** | **Machinery — 0.1%** | **Machinery — 0.1%** |
| BWX Technologies, Inc., 4.13%, 06/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD183 | 180283 |
| Chart Industries, Inc., 7.50%, 01/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD587 | 610753 |
| &nbsp;&nbsp;&nbsp; Columbus McKinnon Corp/NY, 7.13%, <br> 02/01/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD63 | 63328 |
| &nbsp;&nbsp;&nbsp; CompoSecure Holdings LLC, 5.63%, <br> 02/01/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD354 | 352867 |
| Esab Corp., 6.25%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD172 | 176736 |
| Lsf12 Helix Parent LLC, 7.13%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD192 | 192564 |
| &nbsp;&nbsp;&nbsp; Mueller Water Products, Inc., 4.00%, <br> 06/15/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD36 | 35035 |
| Terex Corp., 5.00%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD36 | 35886 |
| &nbsp;&nbsp;&nbsp; TK Elevator U.S. Newco, Inc., 5.25%, <br> 07/15/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD1,101 | 1101320 |
| Vertiv Group Corp., 4.13%, 11/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD291 | 286564 |
|  |  | 3035336 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings <br> Capital Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD34 | $31129 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 25376 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,205 | 1151138 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD806 | 736188 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/01/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD116 | 116047 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD220 | 217559 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD329 | 332145 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/33<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD384 | 387709 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD301 | 309613 |
| &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; USD9,120 | 8566614 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; USD5,303 | 5284147 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/29 | &nbsp;&nbsp;&nbsp; USD3,815 | 3985831 |
| Directv Financing LLC, 8.88%, 02/01/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD248 | 251102 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD150 | 150731 |
| &nbsp;&nbsp;&nbsp; 10.00%, 02/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD399 | 411006 |
| Gray Television, Inc., 10.50%, 07/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD188 | 201934 |
| &nbsp;&nbsp;&nbsp; Sinclair Television Group, Inc., 8.13%, <br> 02/15/33<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD232 | 239985 |
| Sirius XM Radio LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 26374 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD363 | 362369 |
| Univision Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD690 | 712078 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/31/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD186 | 193971 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD390 | 419896 |
| &nbsp;&nbsp;&nbsp; Versant Media Group, Inc., 7.25%, <br> 01/30/31<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD95 | 97355 |
| &nbsp;&nbsp;&nbsp; Virgin Media Secured Finance PLC, 5.50%, <br> 05/15/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD475 | 468498 |
| &nbsp;&nbsp;&nbsp; Virgin Media Vendor Financing Notes IV DAC, <br> 5.00%, 07/15/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD200 | 200000 |
|  |  | 24878795 |
| **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>(a)</sup> | &nbsp;&nbsp;&nbsp; USD187 | 186758 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD201 | 205509 |
|  |  | 392267 |
| **Mining — 0.7%** | **Mining — 0.7%** | **Mining — 0.7%** |
| Arsenal AIC Parent LLC |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD124 | 131322 |
| &nbsp;&nbsp;&nbsp; 11.50%, 10/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD793 | 873818 |
| Constellium SE |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD655 | 634050 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD250 | 250220 |
| ERO Copper Corp., 6.50%, 02/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD153 | 154193 |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/27/26<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD3,448 | 3427895 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,805 | 3806630 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD4,031 | 4102523 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,255 | 2321389 |
| &nbsp;&nbsp;&nbsp; 5.34%, 04/04/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD1,478 | 1501120 |
| &nbsp;&nbsp;&nbsp; 5.37%, 04/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD4,220 | 4365509 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/08/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,355 | 1392378 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/06/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD2,759 | $2891499 |
| Kaiser Aluminum Corp., 4.50%, 06/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD742 | 716308 |
| New Gold, Inc., 6.88%, 04/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD213 | 226297 |
| Novelis Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD158 | 153065 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD159 | 161963 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD594 | 615652 |
|  |  | 27725831 |
| **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** |
| GROUP LABL, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/28 | &nbsp;&nbsp;&nbsp; USD171 | 87210 |
| &nbsp;&nbsp;&nbsp; 8.63%, 10/01/31 | &nbsp;&nbsp;&nbsp; USD96 | 48960 |
|  |  | 136170 |
| **Oil & Gas — 1.7%** | **Oil & Gas — 1.7%** | **Oil & Gas — 1.7%** |
| &nbsp;&nbsp;&nbsp; Aethon United BR LP/Aethon United Finance <br> Corp., 7.50%, 10/01/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD89 | 93654 |
| &nbsp;&nbsp;&nbsp; Ascent Resources Utica Holdings LLC/ARU <br> Finance Corp., 5.88%, 06/30/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD198 | 199343 |
| Caturus Energy LLC, 8.50%, 02/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD308 | 321130 |
| CITGO Petroleum Corp., 8.38%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD182 | 189148 |
| Civitas Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 07/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD14 | 14410 |
| &nbsp;&nbsp;&nbsp; 8.75%, 07/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD135 | 141798 |
| Comstock Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD32 | 31222 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,625 | 1627544 |
| Crescent Energy Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD107 | 106131 |
| &nbsp;&nbsp;&nbsp; 9.75%, 10/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD100 | 106352 |
| CVR Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD66 | 65861 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD44 | 43643 |
| DBR Land Holdings LLC, 6.25%, 12/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD100 | 102438 |
| &nbsp;&nbsp;&nbsp; Diamond Foreign Asset Co./Diamond <br> Finance LLC, 8.50%, 10/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD5 | 5317 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; USD4,943 | 4801332 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 | &nbsp;&nbsp;&nbsp; USD5,199 | 5346101 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD960 | 956954 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 | &nbsp;&nbsp;&nbsp; USD3,090 | 3078256 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; USD5,910 | 5935708 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; USD3,350 | 3365121 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; USD2,177 | 2215372 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/29 | &nbsp;&nbsp;&nbsp; USD5,135 | 5313838 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; USD4,732 | 5138396 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; USD7,930 | 8727969 |
| Expand Energy Corp., 5.38%, 03/15/30 | &nbsp;&nbsp;&nbsp; USD7,708 | 7845143 |
| Hilcorp Energy I LP/Hilcorp Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD233 | 233056 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD337 | 331580 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD47 | 47386 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD19 | 18223 |
| Matador Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD121 | 123208 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD47 | 48022 |
| Nabors Industries, Inc., 7.63%, 11/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD62 | 63160 |
| &nbsp;&nbsp;&nbsp; PBF Holding Co. LLC/PBF Finance Corp., <br> 7.88%, 09/15/30<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD18 | 18024 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Permian Resources Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD303 | $304018 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD64 | 64582 |
| &nbsp;&nbsp;&nbsp; 9.88%, 07/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD110 | 117988 |
| Petroleos Mexicanos, 7.50%, 03/20/26 | &nbsp;&nbsp;&nbsp; USD3,200 | 3204000 |
| Sunoco LP, 5.63%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD57 | 57349 |
| &nbsp;&nbsp;&nbsp; TGNR Intermediate Holdings LLC, 5.50%, <br> 10/15/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD27 | 26718 |
| Transocean International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD102 | 107593 |
| &nbsp;&nbsp;&nbsp; 8.75%, 02/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD53 | 55510 |
| &nbsp;&nbsp;&nbsp; Transocean Titan Financing Ltd., 8.38%, <br> 02/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD13 | 13213 |
| Valaris Ltd., 8.38%, 04/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD105 | 109716 |
| Viper Energy Partners LLC, 4.90%, 08/01/30 | &nbsp;&nbsp;&nbsp; USD7,415 | 7508207 |
| &nbsp;&nbsp;&nbsp; Wildfire Intermediate Holdings LLC, 7.50%, <br> 10/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD92 | 93268 |
|  |  | 68317002 |
| **Oil & Gas Services — 0.0%** | **Oil & Gas Services — 0.0%** | **Oil & Gas Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; Archrock Partners LP/Archrock Partners <br> Finance Corp., 6.25%, 04/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD194 | 194488 |
| Enerflex, Inc., 6.88%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD55 | 56842 |
| Kodiak Gas Services LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD191 | 195638 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD189 | 195289 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD239 | 247894 |
| Star Holding LLC, 8.75%, 08/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD131 | 131320 |
| Tidewater, Inc., 9.13%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD88 | 95188 |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA <br> Compression Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD161 | 163093 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD322 | 333405 |
| &nbsp;&nbsp;&nbsp; Weatherford International Ltd., 6.75%, <br> 10/15/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD317 | 328326 |
|  |  | 1941483 |
| **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** |
| Ardagh Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 12/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD255 | 275151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12.00%, 12/01/30, (5.50 % Cash and 6.50 % <br> PIK)<sup>(a)(f)</sup><br>| &nbsp;&nbsp;&nbsp; USD200 | 189000 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance <br> USA LLC/Ardagh Metal Packaging <br> Finance PLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD400 | 379961 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 205534 |
| Clydesdale Acquisition Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,031 | 1040083 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD666 | 671198 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD277 | 280601 |
| Group Multi Color LABL, Inc., 9.50%, 11/01/28 | &nbsp;&nbsp;&nbsp; USD80 | 40800 |
| &nbsp;&nbsp;&nbsp; Mauser Packaging Solut SR, 7.88%, <br> 04/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD4,132 | 4209475 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD62 | 61764 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 27178 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD29 | 29433 |
| Silgan Holdings, Inc., 4.25%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR140 | 167704 |
| &nbsp;&nbsp;&nbsp; Trivium Packaging Finance BV, 8.25%, <br> 07/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD180 | 192073 |
|  |  | 7769955 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 1261229 BC Ltd., 10.00%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,320 | $1354659 |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 | &nbsp;&nbsp;&nbsp; USD2,006 | 1946141 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 | &nbsp;&nbsp;&nbsp; USD1,276 | 1307233 |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals LLC, 6.88%, <br> 08/01/32<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD87 | 91608 |
| Merck & Co., Inc., 4.15%, 03/15/31 | &nbsp;&nbsp;&nbsp; USD2,580 | 2570686 |
| &nbsp;&nbsp;&nbsp; Organon & Co./Organon Foreign Debt <br> Co-Issuer BV, 4.13%, 04/30/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD229 | 224608 |
| Pfizer, Inc., 4.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; USD2,875 | 2882092 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 3.15%, 10/01/26<br>| &nbsp;&nbsp;&nbsp; USD75 | 74447 |
|  |  | 10451474 |
| **Pipelines — 1.6%** | **Pipelines — 1.6%** | **Pipelines — 1.6%** |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners LP/Antero <br> Midstream Finance Corp., 5.75%, <br> 01/15/28<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD27 | 27011 |
| Buckeye Partners LP, 4.50%, 03/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD53 | 52776 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; USD4,648 | 4547639 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | &nbsp;&nbsp;&nbsp; USD2,186 | 2206803 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | &nbsp;&nbsp;&nbsp; USD516 | 476211 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; USD4,310 | 4196696 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; USD14,001 | 14054781 |
| &nbsp;&nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 5.50%, 06/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD500 | 497211 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/27 | &nbsp;&nbsp;&nbsp; USD280 | 283854 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/05/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD465 | 479757 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD1,684 | 1686111 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | &nbsp;&nbsp;&nbsp; USD1,400 | 1444551 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 | &nbsp;&nbsp;&nbsp; USD3,457 | 3563280 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 | &nbsp;&nbsp;&nbsp; USD2,943 | 2987684 |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/28 | &nbsp;&nbsp;&nbsp; USD5,606 | 5891606 |
| &nbsp;&nbsp;&nbsp; Genesis Energy LP/Genesis Energy Finance <br> Corp., 7.75%, 02/01/28<br>| &nbsp;&nbsp;&nbsp; USD9 | 9039 |
| ITT Holdings LLC, 6.50%, 08/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD280 | 269946 |
| Kinetik Holdings LP, 6.63%, 12/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 27802 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD380 | 394337 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD45 | 47100 |
| Prairie Acquiror LP, 9.00%, 08/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD31 | 32153 |
| &nbsp;&nbsp;&nbsp; Rockies Express Pipeline LLC, 4.95%, <br> 07/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD35 | 34891 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; USD2,485 | 2489999 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | &nbsp;&nbsp;&nbsp; USD2,387 | 2399335 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; USD10,055 | 10115849 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP/Tallgrass Energy <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD65 | 64978 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD213 | 220811 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp., 5.50%, 03/01/30<br>| &nbsp;&nbsp;&nbsp; USD190 | 193478 |
| Venture Global LNG, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/01/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD419 | 428559 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,453 | 1547256 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/32<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD1,000 | 1057296 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| Venture Global Plaquemines LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD423 | $435395 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 207560 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 209652 |
|  |  | 62581407 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Anywhere <br> Co-Issuer Corp., 7.00%, 04/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD188 | 190345 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy <br> Co-Issuer Corp., 9.75%, 04/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD58 | 63305 |
| CoreLogic, Inc., 4.50%, 05/01/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD697 | 683982 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, <br> 8.88%, 09/01/31<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD211 | 224877 |
| &nbsp;&nbsp;&nbsp; Five Point Operating Co. LP, 8.00%, <br> 10/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD43 | 44692 |
| &nbsp;&nbsp;&nbsp; Howard Hughes Corp. (The), 5.38%, <br> 08/01/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD55 | 54988 |
|  |  | 1262189 |
| **Real Estate Investment Trusts — 2.3%** | **Real Estate Investment Trusts — 2.3%** | **Real Estate Investment Trusts — 2.3%** |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | &nbsp;&nbsp;&nbsp; USD3,013 | 2861309 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | &nbsp;&nbsp;&nbsp; USD609 | 604697 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; USD3,679 | 3665846 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; USD9,090 | 9285090 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 | &nbsp;&nbsp;&nbsp; USD726 | 743636 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | &nbsp;&nbsp;&nbsp; USD3,404 | 3500583 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; USD920 | 945813 |
| &nbsp;&nbsp;&nbsp; Brookfield Property REIT, Inc./BPR <br> Cumulus LLC/BPR Nimbus LLC/GGSI <br> Sellco LLC, 4.50%, 04/01/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD29 | 28634 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 07/15/26 | &nbsp;&nbsp;&nbsp; USD1,420 | 1401650 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | &nbsp;&nbsp;&nbsp; USD1,183 | 1174694 |
| &nbsp;&nbsp;&nbsp; Diversified Healthcare Trust, 7.25%, <br> 10/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD68 | 70037 |
| &nbsp;&nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC, 4.60%, <br> 11/15/30<br>| &nbsp;&nbsp;&nbsp; USD6,055 | 6079423 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; USD892 | 848832 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | &nbsp;&nbsp;&nbsp; USD2,345 | 2272784 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | &nbsp;&nbsp;&nbsp; USD1,730 | 1653627 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | &nbsp;&nbsp;&nbsp; USD3,295 | 2992143 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | &nbsp;&nbsp;&nbsp; USD7,781 | 7490907 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; USD2,179 | 2120203 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | &nbsp;&nbsp;&nbsp; USD2,548 | 2596662 |
| Iron Mountain, Inc., 5.25%, 07/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD216 | 213883 |
| Millrose Properties, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD209 | 211357 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD242 | 247006 |
| &nbsp;&nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance <br> Corp., 8.50%, 02/15/32<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD417 | 446756 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic <br> Property LLC/PK Finance Co-Issuer, 7.00%, <br> 02/01/30<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD206 | 212235 |
| Realty Income Corp., 4.85%, 03/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD727 | 745228 |
| RHP Hotel Properties LP/RHP Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD323 | 318324 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD90 | 89928 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD222 | 228567 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| RLJ Lodging Trust, 3.75%, 07/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD65 | $64618 |
| SBA Communications Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/01/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD132 | 126075 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/27 | &nbsp;&nbsp;&nbsp; USD48 | 47644 |
| Service Properties Trust, 8.63%, 11/15/31<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD967 | 1015621 |
| Starwood Property Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD27 | 26822 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD46 | 47903 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD270 | 281189 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD26 | 27420 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD603 | 592952 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD6,173 | 5990792 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,465 | 2464039 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD4,747 | 4750722 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD512 | 512119 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; USD12,569 | 12692959 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | &nbsp;&nbsp;&nbsp; USD3,481 | 3516738 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | &nbsp;&nbsp;&nbsp; USD3,208 | 3246974 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD4,515 | 4563093 |
|  |  | 93017534 |
| **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** |
| Advance Auto Parts, Inc., 7.00%, 08/01/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD74 | 75255 |
| &nbsp;&nbsp;&nbsp; Asbury Automotive Group, Inc., 4.75%, <br> 03/01/30<sup>(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD36 | 35443 |
| Boots Group Finco LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; EUR180 | 220380 |
| &nbsp;&nbsp;&nbsp; Series 144\*, 7.38%, 08/31/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; GBP100 | 141598 |
| &nbsp;&nbsp;&nbsp; Burger King (Restaurant Brands International, <br> Inc.)/New Red Finance, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD187 | 178422 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD575 | 571602 |
| &nbsp;&nbsp;&nbsp; Ferrellgas LP/Ferrellgas Finance Corp., 9.25%, <br> 01/15/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD94 | 97170 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC/Fertitta <br> Entertainment Finance Co., Inc., 4.63%, <br> 01/15/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD500 | 483564 |
| LCM Investments Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD217 | 213828 |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD111 | 116934 |
| Lithia Motors, Inc., 5.50%, 10/01/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD79 | 79351 |
| &nbsp;&nbsp;&nbsp; QXO Building Products, Inc., 6.75%, <br> 04/30/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD626 | 645080 |
|  |  | 2858627 |
| **Semiconductors — 0.7%** | **Semiconductors — 0.7%** | **Semiconductors — 0.7%** |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,747 | 1742170 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | &nbsp;&nbsp;&nbsp; USD3,990 | 3968232 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD1,350 | 1345894 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; USD3,935 | 3932588 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | &nbsp;&nbsp;&nbsp; USD1,960 | 1987429 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 | &nbsp;&nbsp;&nbsp; USD1,387 | 1413758 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 | &nbsp;&nbsp;&nbsp; USD7,119 | 7334368 |
| Foundry JV Holdco LLC, 5.50%, 01/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD3,100 | 3210351 |
| Micron Technology, Inc., 5.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; USD4,450 | 4621890 |
| &nbsp;&nbsp;&nbsp; NXP BV/NXP Funding LLC/NXP USA, Inc., <br> 3.40%, 05/01/30<sup>(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD287 | 276682 |
|  |  | 29833362 |
| **Software — 0.9%** | **Software — 0.9%** | **Software — 0.9%** |
| Capstone Borrower, Inc., 8.00%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD528 | 502260 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; Central Parent LLC/CDK Global II LLC/CDK <br> Financing Co., Inc., 8.00%, 06/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD25 | $19428 |
| &nbsp;&nbsp;&nbsp; Central Parent, Inc./CDK Global, Inc., 7.25%, <br> 06/15/29<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD163 | 124906 |
| Cloud Software Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/31/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD2,858 | 2840188 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD62 | 63059 |
| CoreWeave, Inc., 9.25%, 06/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD141 | 138800 |
| Ellucian Holdings, Inc., 6.50%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD239 | 235189 |
| Fair Isaac Corp., 4.00%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD62 | 60973 |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 03/01/26 | &nbsp;&nbsp;&nbsp; USD4,988 | 4976984 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; USD599 | 570159 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/25/26 | &nbsp;&nbsp;&nbsp; USD2,242 | 2234068 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | &nbsp;&nbsp;&nbsp; USD2,334 | 2229633 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 | &nbsp;&nbsp;&nbsp; USD1,725 | 1696192 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; USD600 | 554384 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; USD479 | 469795 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 | &nbsp;&nbsp;&nbsp; USD2,721 | 2676808 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | &nbsp;&nbsp;&nbsp; USD3,886 | 3793141 |
| Paychex, Inc., 5.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; USD4,597 | 4728475 |
| SS&C Technologies, Inc., 5.50%, 09/30/27<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD677 | 676414 |
| Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 | &nbsp;&nbsp;&nbsp; USD1,536 | 1555673 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; USD3,257 | 3323684 |
| Twilio, Inc., 3.63%, 03/15/29 | &nbsp;&nbsp;&nbsp; USD136 | 130234 |
| UKG, Inc., 6.88%, 02/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,543 | 1541756 |
| VMware LLC, 3.90%, 08/21/27 | &nbsp;&nbsp;&nbsp; USD54 | 54013 |
| &nbsp;&nbsp;&nbsp; ZoomInfo Technologies LLC/ZoomInfo Finance <br> Corp., 3.88%, 02/01/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD2 | 1828 |
|  |  | 35198044 |
| **Telecommunications — 1.3%** | **Telecommunications — 1.3%** | **Telecommunications — 1.3%** |
| APLD ComputeCo LLC, 9.25%, 12/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD119 | 123611 |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 | &nbsp;&nbsp;&nbsp; USD3,194 | 3053612 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp;&nbsp; USD730 | 735191 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD199 | 205052 |
| &nbsp;&nbsp;&nbsp; Digicel International Finance Ltd., 8.63%, <br> 08/01/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD371 | 385773 |
| Fibercop SpA, Series 2034, 6.00%, 09/30/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 194218 |
| Flash Compute LLC, 7.25%, 12/31/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD316 | 317072 |
| Frontier Communications Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD164 | 164005 |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD533 | 557249 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD52 | 53622 |
| Iliad Holding SAS |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 202296 |
| &nbsp;&nbsp;&nbsp; 8.50%, 04/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD802 | 858798 |
| Level 3 Financing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD886 | 913015 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/34<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD860 | 890792 |
| Motorola Solutions, Inc., 4.60%, 05/23/29 | &nbsp;&nbsp;&nbsp; USD119 | 120436 |
| NTT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.16%, 04/03/26<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 199006 |
| &nbsp;&nbsp;&nbsp; 1.59%, 04/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD200 | 190220 |
| &nbsp;&nbsp;&nbsp; 4.37%, 07/27/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,931 | 1942121 |
| &nbsp;&nbsp;&nbsp; 4.62%, 07/16/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD1,935 | 1960414 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/16/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD492 | 501672 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 | &nbsp;&nbsp;&nbsp; USD5,170 | 5123632 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; USD2,738 | $2793996 |
| &nbsp;&nbsp;&nbsp; Sable International Finance Ltd., 7.13%, <br> 10/15/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD209 | 211690 |
| Telecom Italia Capital SA, 7.72%, 06/04/38 | &nbsp;&nbsp;&nbsp; USD200 | 223445 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/26 | &nbsp;&nbsp;&nbsp; USD1,921 | 1918827 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | &nbsp;&nbsp;&nbsp; USD1,393 | 1334076 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; USD4,998 | 4878884 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 | &nbsp;&nbsp;&nbsp; USD2,830 | 2822663 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; USD5,375 | 5282892 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/28 | &nbsp;&nbsp;&nbsp; USD7,122 | 7122000 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 | &nbsp;&nbsp;&nbsp; USD3,045 | 3111143 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/28 | &nbsp;&nbsp;&nbsp; USD3,078 | 3136496 |
| Viavi Solutions, Inc., 3.75%, 10/01/29<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD12 | 11406 |
| Windstream Services LLC, 7.50%, 10/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD159 | 164160 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC/Windstream Escrow <br> Finance Corp., 8.25%, 10/01/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD769 | 805547 |
| WULF Compute LLC, 7.75%, 10/15/30<sup>(a)(e)</sup> | &nbsp;&nbsp;&nbsp; USD401 | 418251 |
| &nbsp;&nbsp;&nbsp; Zayo Group Holdings, Inc., 9.25%, 03/09/30, <br> (9.25 % Cash)<sup>(a)(f)</sup><br>| &nbsp;&nbsp;&nbsp; USD436 | 425842 |
|  |  | 53353125 |
| **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** |
| &nbsp;&nbsp;&nbsp; Genesee & Wyoming, Inc., 6.25%, <br> 04/15/32<sup>(a)(e)</sup><br>| &nbsp;&nbsp;&nbsp; USD169 | 173980 |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/30<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD813 | 828241 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; USD49 | 50093 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; USD92 | 94547 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/27<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; USD3,312 | 3356735 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/29 | &nbsp;&nbsp;&nbsp; USD528 | 548133 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; USD137 | 141174 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 | &nbsp;&nbsp;&nbsp; USD125 | 132165 |
| &nbsp;&nbsp;&nbsp; Watco Companies LLC/Watco Finance Corp., <br> 7.13%, 08/01/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; USD42 | 44028 |
|  |  | 5369096 |
| **Trucking & Leasing — 0.3%** | **Trucking & Leasing — 0.3%** | **Trucking & Leasing — 0.3%** |
| FTAI Aviation Investors LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD82 | 82079 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD9,758 | 10267055 |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; USD118 | 125116 |
|  |  | 10474250 |
| **Total Corporate Bonds & Notes — 35.0%** <br>**(Cost: $1,379,583,688)** | **Total Corporate Bonds & Notes — 35.0%** <br>**(Cost: $1,379,583,688)** | 1398918045 |
| **Foreign Government Obligations**<sup>(g)</sup> | **Foreign Government Obligations**<sup>(g)</sup> | **Foreign Government Obligations**<sup>(g)</sup> |
| **Canada — 0.2%** | **Canada — 0.2%** | **Canada — 0.2%** |
| CPPIB Capital, Inc., 3.88%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $10175 | 10135063 |
| **France — 0.3%** | **France — 0.3%** | **France — 0.3%** |
| &nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la Dette Sociale, <br> 4.00%, 02/12/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10986 | 10940959 |
| **Oman — 0.1%** | **Oman — 0.1%** | **Oman — 0.1%** |
| &nbsp;&nbsp;&nbsp; Oman Government International Bonds, 6.75%, <br> 10/28/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3750 | 3890625 |
| **Total Foreign Government Obligations — 0.6%** <br>**(Cost: $24,916,852)** | **Total Foreign Government Obligations — 0.6%** <br>**(Cost: $24,916,852)** | 24966647 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Municipal Debt Obligations** | **Municipal Debt Obligations** | **Municipal Debt Obligations** |
| **Arizona — 0.0%** | **Arizona — 0.0%** | **Arizona — 0.0%** |
| &nbsp;&nbsp;&nbsp; Maricopa County Industrial Development <br> Authority RB, 7.38%, 10/01/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $1010 | $1076552 |
| **Massachusetts — 0.1%** | **Massachusetts — 0.1%** | **Massachusetts — 0.1%** |
| &nbsp;&nbsp;&nbsp; Massachusetts Educational Financing Authority <br> RB, 6.35%, 07/01/49<br>| &nbsp;&nbsp;&nbsp; 1410 | 1461676 |
| **Total Municipal Debt Obligations — 0.1%** <br>**(Cost: $2,420,000)** | **Total Municipal Debt Obligations — 0.1%** <br>**(Cost: $2,420,000)** | 2538228 |
| **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** |
| **Mortgage-Backed Securities — 0.9%** | **Mortgage-Backed Securities — 0.9%** | **Mortgage-Backed Securities — 0.9%** |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 2.02%, 05/01/30 | &nbsp;&nbsp;&nbsp; 5755 | 5316495 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/01/31 | &nbsp;&nbsp;&nbsp; 10290 | 10693234 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6212 | 5508389 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/33 | &nbsp;&nbsp;&nbsp; 5571 | 5379975 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/31 | &nbsp;&nbsp;&nbsp; 3401 | 3352283 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/32 | &nbsp;&nbsp;&nbsp; 4626 | 4559663 |
|  |  | 34810039 |
| **U.S. Government Obligations — 29.2%** | **U.S. Government Obligations — 29.2%** | **U.S. Government Obligations — 29.2%** |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 07/31/27 | &nbsp;&nbsp;&nbsp; 12000 | 11453438 |
| &nbsp;&nbsp;&nbsp; 0.63%, 07/31/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 40000 | 39412500 |
| &nbsp;&nbsp;&nbsp; 0.75%, 05/31/26 | &nbsp;&nbsp;&nbsp; 400 | 396203 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/31/26 | &nbsp;&nbsp;&nbsp; 116595 | 114698509 |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/30/26 | &nbsp;&nbsp;&nbsp; 148100 | 146440817 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/31/28 | &nbsp;&nbsp;&nbsp; 36010 | 33819861 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/30/28 | &nbsp;&nbsp;&nbsp; 221600 | 209853469 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/31/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 70000 | 68986093 |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/30/26 | &nbsp;&nbsp;&nbsp; 20200 | 20057432 |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/31/26<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 52800 | 52528678 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 18870 | 18770490 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/26 | &nbsp;&nbsp;&nbsp; 100000 | 99930469 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/29<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 75680 | 75461238 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 15000 | 15100195 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/26 | &nbsp;&nbsp;&nbsp; 75300 | 75586493 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/31/28 | &nbsp;&nbsp;&nbsp; 62785 | 63994102 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/26 | &nbsp;&nbsp;&nbsp; 51100 | 51295318 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/26 | &nbsp;&nbsp;&nbsp; 70000 | 70413984 |
|  |  | 1168199289 |
| **Total U.S. Government & Agency Obligations — 30.1%** <br>**(Cost: $1,200,411,422)** | **Total U.S. Government & Agency Obligations — 30.1%** <br>**(Cost: $1,200,411,422)** | 1203009328 |
| **Total Long-Term Investments — 96.5%** <br>**(Cost: $3,818,447,555)** | **Total Long-Term Investments — 96.5%** <br>**(Cost: $3,818,447,555)** | 3859487957 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 9.4%** | **Money Market Funds — 9.4%** | **Money Market Funds — 9.4%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares, 3.82%<sup>(h)(i)(j)</sup><br>| &nbsp;&nbsp;&nbsp; 234881656 | $234999096 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.64%<sup>(h)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 141140000 | 141140000 |
| **Total Short-Term Securities — 9.4%** <br>**(Cost: $376,131,489)** | **Total Short-Term Securities — 9.4%** <br>**(Cost: $376,131,489)** | 376139096 |
| **Total Investments — 105.9%** <br>**(Cost: $4,194,579,044)** | **Total Investments — 105.9%** <br>**(Cost: $4,194,579,044)** | 4235627053 |
| **Liabilities in Excess of Other Assets — (5.9)%** | **Liabilities in Excess of Other Assets — (5.9)%** | (235352509)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $4000274544 |

---

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

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

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

<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> U.S. dollar denominated security issued by foreign domiciled entity.

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

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

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

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| &nbsp;&nbsp; *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares<br>| $60996025<br> $174012238 <br><sup>(a)</sup><br>| $— | $(8199)<br>| $(968)<br>| $234999096 | 234881656 | $81145 <br><sup>(b)</sup><br>| $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp; 37870000<br> 103270000 <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 141140000 | 141140000 | &nbsp;&nbsp; 778635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  | $(8199) | $(968) | $376139096 |  | $859780 | $— |

---

&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. 

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp; *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Notional* <br>*Amount* <br>*(000)*<br>| &nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | 10001 | 03/31/26 | &nbsp;&nbsp; $2084896 | $(825288) |
| &nbsp;&nbsp;&nbsp; 30-day Federal Funds | 480 | 08/31/26 | &nbsp;&nbsp; 193355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74028) |
| &nbsp;&nbsp;&nbsp; 3-mo. SOFR | 788 | 12/15/26 | &nbsp;&nbsp; 190588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6649 |
| &nbsp;&nbsp;&nbsp; 3-mo. SOFR | 805 | 06/15/27 | &nbsp;&nbsp; 194830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109456 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (783211) |
| Short Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | 219 | 03/20/26 | &nbsp;&nbsp; 24476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189548 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | 524 | 03/20/26 | &nbsp;&nbsp; 59769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518736 |
| &nbsp;&nbsp;&nbsp; Long U.S. Treasury Bond | 96 | 03/20/26 | &nbsp;&nbsp; 11022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147822 |
| &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | 24 | 03/20/26 | &nbsp;&nbsp; 2809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55260 |
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | 3030 | 03/31/26 | &nbsp;&nbsp; 329986 | &nbsp;&nbsp;&nbsp;&nbsp; 1111217 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2022583 |
|  |  |  |  | $1239372 |

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| AUD | 1001000 | USD | 677972 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $19001 |
| USD | 7770535 | AUD | 11072000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61351 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80352 |
| USD | 7778056 | AUD | 11692000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(362820)<br>|
| USD | 65831189 | EUR | 55735000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (368211)<br>|
| USD | 65400596 | GBP | 48856000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1447899)<br>|
| USD | 11957432 | GBP | 8897000 | State Street Bank & Trust Company | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (216120)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2395050)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2314698)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

**Centrally Cleared Credit Default Swaps — Buy Protection** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Fund*<br>| &nbsp;&nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* | &nbsp;&nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Received)*<br>| &nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| CDX.NA.HY.45.V1 | 5.00<br> %<br>| Quarterly | 12/20/30 | USD | 28571 | $(2398641) | $(2375776) | $(22865) |

---

**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 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; $544599119 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $544599119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 685456590 | &nbsp;&nbsp; — | &nbsp;&nbsp; 685456590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 1398918045 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1398918045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 24966647 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24966647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Debt Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 2538228 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2538228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1203009328 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1203009328 |
| &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; 376139096 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 376139096 |
|  | &nbsp;&nbsp; $376139096 | &nbsp;&nbsp; $3859487957 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4235627053 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $80352 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $80352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 2138688 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2138688 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; (22865)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (22865)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; (2395050)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (2395050)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (899316)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (899316)<br>|
|  | &nbsp;&nbsp; $1239372 | &nbsp;&nbsp; $(2337563)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(1098191)<br>|

---

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

<sup>(a)</sup> Derivative financial instruments are swaps, futures contracts and forward foreign currency exchange contracts. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument. 

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

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
| AUD | Australian Dollar |
| EUR | Euro |
| GBP | British Pound |
| USD | United States Dollar |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Short Duration Bond Active ETF**

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CLO | Collateralized Loan Obligation |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| PIK | Payment-in-kind |

---

---

| | |
|:---|:---|
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average 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 U.S. ETF Trust

- **b. Investment Company Act file number:** 811-22649

- **c. CIK number of Registrant:** 0001524513

- **d. LEI of Registrant:** 5493002YECWEEITPWL97

- **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 Short Duration Bond Active ETF

- **b. EDGAR series identifier (if any):** S000037042

- **c. LEI of Series:** 549300BV2WH8444C2Y33

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4328375850.81

**Total Liabilities:** $369250636.52

**Net Assets:** $3959125214.29

**Delayed Delivery Securities:** $47366002.20

**Cash Not Reported:** $19941271.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 144739.36000000 | **1-Year:** 104992.20000000 | **5-Year:** 362911.33000000 | **10-Year:** 13165.76000000 | **30-Year:** 30261.46000000

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

- **3-Month:** 39549.26000000 | **1-Year:** 9168.59000000 | **5-Year:** 29908.09000000 | **10-Year:** 617.95000000 | **30-Year:** 974.09000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113876 | 0.46%                | 0.43%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $689159.61               | $4777203.60                                |
| Month 2  | $42847.94                | $1599599.02                                |
| Month 3  | $526939.65               | $1903647.98                                |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO 1 Ltd                                                 | AB BSL CLO 1 Ltd                                                                 | CUSIP: 00038KBE0<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $482351.04    | 0.01%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM1                                                     | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |   1934596 | PA      | $1957060.35   | 0.05%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2026-NQM1                                                     | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1782692 | PA      | $1785567.93   | 0.05%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    161000 | PA      | $163213.69    | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                             | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2409292 | PA      | $2429995.89   | 0.06%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL Clo 40 Ltd                                                                   | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2258981.33   | 0.06%             | 2038-07-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                 | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    188000 | PA      | $183291.54    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2025-B                                                     | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9355000 | PA      | $9418599.97   | 0.24%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2025-B                                                     | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331000 | PA      | $335415.51    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                               | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $123610.57    | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    730000 | PA      | $735190.70    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3194000 | PA      | $3053612.39   | 0.08%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                           | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4511000 | PA      | $4562259.89   | 0.12%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| AAR ESCROW ISSUER LLC                                            | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $79694.36     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $10104.04     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $1946141.14   | 0.05%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1307233.07   | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75254.66     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2670000 | PA      | $2657381.42   | 0.07%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                         | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186758.30    | 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        |    201000 | PA      | $205509.03    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65291.07     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127342.31    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                          | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $93654.34     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6763000 | PA      | $6774485.60   | 0.17%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3392000 | PA      | $3391455.58   | 0.09%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951437 | PA      | $952982.52    | 0.02%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1633522 | PA      | $1634994.96   | 0.04%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $140465.30    | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 23 Ltd                                                                 | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1020991.24   | 0.03%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2991000 | PA      | $3015301.88   | 0.08%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                              | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1862000 | PA      | $1875965.00   | 0.05%             | 2040-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79139.75     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134735.89    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                               | Albertsons Cos Inc                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66932.11     | 0.00%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                         | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    404000 | PA      | $421073.85    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                   | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2035000 | PA      | $2038036.42   | 0.05%             | 2031-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    268000 | PA      | $268460.29    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ATI INC                                                          | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98154.74     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| ATI INC                                                          | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    458000 | PA      | $480122.77    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $816786.63    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $194160.10    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1386144.16   | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1096624.77   | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848000 | PA      | $880652.82    | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    601000 | PA      | $592868.77    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1596706.39   | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3302654.26   | 0.08%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    538000 | PA      | $533899.88    | 0.01%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4471000 | PA      | $4548177.55   | 0.11%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2607830.95   | 0.07%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4824638.17   | 0.12%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3758408.49   | 0.09%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2930266.51   | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79036.73     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                            | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66783.49     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69380.06     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36669.53     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    609000 | PA      | $604696.98    | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3013000 | PA      | $2861309.28   | 0.07%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3679000 | PA      | $3665845.48   | 0.09%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    920000 | PA      | $945813.19    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3404000 | PA      | $3500582.71   | 0.09%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    726000 | PA      | $743635.54    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   9090000 | PA      | $9285090.13   | 0.23%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $64305.65     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1768696.06   | 0.04%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2629173.52   | 0.07%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162763.65    | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037587.27   | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMNEAL PHARMACEUTICALS L                                         | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91608.30     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    219000 | PA      | $216074.75    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38991.12     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   8625000 | PA      | $8647326.68   | 0.22%             | 2037-04-28      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   5331816 | PA      | $5338232.89   | 0.13%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-11                                                 | CUSIP: 03466FAC1<br>LEI: 254900U7QMG1IM2AZ079 | Long             | ABS-MBS          | CORP              | US        |   2877294 | PA      | $2886888.42   | 0.07%             | 2070-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |   1651063 | PA      | $1668940.79   | 0.04%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   3936385 | PA      | $3976698.56   | 0.10%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22894.00     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    206000 | PA      | $206472.73    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2397108.47   | 0.06%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1330288.19   | 0.03%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27010.72     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  16474000 | PA      | $16898501.37  | 0.43%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                         | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   3720000 | PA      | $3796454.04   | 0.10%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ARAMARK SERVICES INC                                             | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    272000 | PA      | $271850.70    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $194488.49    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                       | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93387.38     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $189000.00    | 0.00%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $379961.14    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $205534.20    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1721000 | PA      | $1779132.25   | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2674000 | PA      | $2677340.63   | 0.07%             | 2042-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    254634 | PA      | $275151.13    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401398.68    | 0.01%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2024-B                                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405774 | PA      | $408547.81    | 0.01%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $131321.58    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793000 | PA      | $873817.80    | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35442.73     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ASCENT RESOURCES/ARU FIN                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    198000 | PA      | $199342.64    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                           | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $566284.03    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                           | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $425614.19    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $395304.68    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674766.99    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| 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        |    387000 | PA      | $386217.66    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AZORRA FINANCE                                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    187000 | PA      | $195852.32    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425000 | PA      | $2541816.62   | 0.06%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3642342.20   | 0.09%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                | BA Credit Card Trust                                                             | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   4705000 | PA      | $4750739.19   | 0.12%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  11463000 | PA      | $11390085.35  | 0.29%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    934000 | PA      | $940580.99    | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2629092.18   | 0.07%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                             | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1878000 | PA      | $1871732.72   | 0.05%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                             | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    592000 | PA      | $596895.20    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                             | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4446000 | PA      | $4666820.15   | 0.12%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8630000 | PA      | $8242065.10   | 0.21%             | 2037-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2860000 | PA      | $2911029.55   | 0.07%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2132093 | PA      | $2133425.77   | 0.05%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6460000 | PA      | $6649380.71   | 0.17%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1576000 | PA      | $1598565.01   | 0.04%             | 2040-10-10      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2246000 | PA      | $2287729.11   | 0.06%             | 2040-10-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2297000 | PA      | $2306795.79   | 0.06%             | 2042-11-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2577489.25   | 0.07%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2953226 | PA      | $2955874.54   | 0.07%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                   | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1510206.00   | 0.04%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                         | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277000 | PA      | $277476.63    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $345951.98    | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                             | BWX Technologies Inc                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180283.37    | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2023-5C2 Mortgage Trust                                                      | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1066904.50   | 0.03%             | 2056-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468658 | PA      | $468950.69    | 0.01%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1970000 | PA      | $1969384.97   | 0.05%             | 2041-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-PAT                                                                | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $799750.08    | 0.02%             | 2041-03-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2635000 | PA      | $2638293.75   | 0.07%             | 2041-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538485 | PA      | $1542331.21   | 0.04%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836000 | PA      | $1942271.72   | 0.05%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1571000 | PA      | $1665985.80   | 0.04%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                   | BSTN Commercial Mortgage Trust 2025-1C                                           | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1879670.96   | 0.05%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3830000 | PA      | $3927208.85   | 0.10%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $3313769.92   | 0.08%             | 2042-11-05      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2021-4 Ltd                                               | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1511430.12   | 0.04%             | 2034-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2235000 | PA      | $2240645.61   | 0.06%             | 2037-04-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3372860.63   | 0.09%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16595000 | PA      | $16551902.95  | 0.42%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4274734.05   | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2294083.45   | 0.06%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3150039.29   | 0.08%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8537000 | PA      | $8744802.87   | 0.22%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1964838.90   | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4743000 | PA      | $4830602.59   | 0.12%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13386000 | PA      | $13802820.23  | 0.35%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7904585.36   | 0.20%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5280992.00   | 0.13%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680000 | PA      | $1760739.29   | 0.04%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7730000 | PA      | $7975095.88   | 0.20%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR11                                                                 | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1614870.04   | 0.04%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203419.77    | 0.01%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750097.30   | 0.04%             | 2030-07-18      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO IX Ltd                                                             | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   3479467 | PA      | $3478430.78   | 0.09%             | 2031-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $979950.00    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2241316.14   | 0.06%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                         | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3350981.89   | 0.08%             | 2035-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $3252433.39   | 0.08%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                             | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6366000 | PA      | $6628385.96   | 0.17%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407616.51    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2155000 | PA      | $2243060.41   | 0.06%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570000 | PA      | $2643891.36   | 0.07%             | 2058-10-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5971400.94   | 0.15%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $771684.38    | 0.02%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $571425.00    | 0.01%             | 2041-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1986000 | PA      | $2048834.66   | 0.05%             | 2042-10-10      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                          | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $389582.08    | 0.01%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| BIOMARIN PHARMACEUTICAL                                          | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200554.00    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4615000 | PA      | $4629781.38   | 0.12%             | 2038-01-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 7 Ltd                                                            | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |   4840000 | PA      | $4856586.68   | 0.12%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 13 Ltd                                                           | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1706346.27   | 0.04%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                               | Blueberry Park CLO Ltd                                                           | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2008992.00   | 0.05%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4160000 | PA      | $4311621.60   | 0.11%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2198000 | PA      | $2257993.31   | 0.06%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1379480 | PA      | $1446028.05   | 0.04%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3257991.91   | 0.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4408222.42   | 0.11%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $172258.17    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1021000 | PA      | $1094172.01   | 0.03%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $24418.27     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BOYNE USA INC                                                    | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $150975.29    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                         | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1137065.28   | 0.03%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    896560 | PA      | $903503.90    | 0.02%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2024-NQM2                                        | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4874315 | PA      | $4922843.92   | 0.12%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |   2331047 | PA      | $2360012.86   | 0.06%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust 2025-NQM10                                       | CUSIP: 10570BAC8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4907173 | PA      | $4918878.88   | 0.12%             | 2065-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2025-NQM4                                        | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |   3034390 | PA      | $3067707.09   | 0.08%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust 2025-Nqm3                                        | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |    918207 | PA      | $927546.33    | 0.02%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                       | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132000 | PA      | $1161504.57   | 0.03%             | 2042-12-10      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                       | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $516723.47    | 0.01%             | 2042-12-10      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3968231.96   | 0.10%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1413758.10   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1742169.70   | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7119000 | PA      | $7334367.76   | 0.19%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1987428.57   | 0.05%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1345894.41   | 0.03%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3932587.57   | 0.10%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    173000 | PA      | $167521.56    | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | 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        |     29000 | PA      | $28633.99     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1440000 | PA      | $1443573.50   | 0.04%             | 2037-04-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52776.26     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642127 | PA      | $643331.11    | 0.02%             | 2039-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1641025.00   | 0.04%             | 2035-06-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2844584 | PA      | $2850806.35   | 0.07%             | 2041-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2194145 | PA      | $2206487.52   | 0.06%             | 2041-08-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                              | Cbam 2018-7 Ltd                                                                  | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |    134867 | PA      | $134853.91    | 0.00%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $116047.49    | 0.00%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $217559.08    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1151137.71   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25375.70     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $31128.53     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    806000 | PA      | $736188.50    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $332144.91    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $309613.12    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $387708.54    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    814000 | PA      | $818412.69    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEDR TRUST                                                       | CEDR Commercial Mortgage Trust 2022-SNAI                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5410000 | PA      | $5357660.41   | 0.14%             | 2039-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2484730.75   | 0.06%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498650.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     93000 | PA      | $83425.32     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    189000 | PA      | $178210.76    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAN6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503366.45    | 0.01%             | 2037-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2017-V Ltd                                                          | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3511784.50   | 0.09%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                    | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $911900.79    | 0.02%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                | CPPIB Capital Inc                                                                | CUSIP: 12593CBD2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  10175000 | PA      | $10135062.82  | 0.26%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |   2208366 | PA      | $2218255.90   | 0.06%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Trust 2015-3                                                                | CUSIP: 12649XAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603996 | PA      | $571083.86    | 0.01%             | 2045-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2018-RPL9 Trust                                                             | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1536603 | PA      | $1491806.93   | 0.04%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $497210.64    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-NQM4                                                                   | CUSIP: 12659PAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    463225 | PA      | $409507.28    | 0.01%             | 2066-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65861.15     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43643.07     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-4 Mortgage Loan Trust                                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |   3802596 | PA      | $3857118.16   | 0.10%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                   | CQS US CLO 5 Ltd                                                                 | CUSIP: 12676EAE7<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006018.10   | 0.03%             | 2039-01-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    891000 | PA      | $920064.42    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    294000 | PA      | $300622.35    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CAISSE D'AMORT DETTE SOC                                         | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2T2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  10986000 | PA      | $10940959.27  | 0.28%             | 2031-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2997.37      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97951.55     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4141000 | PA      | $4070939.54   | 0.10%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    653000 | PA      | $678027.07    | 0.02%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2875763.74   | 0.07%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                          | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   7240000 | PA      | $7171994.68   | 0.18%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                            | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    691000 | PA      | $657313.75    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                          | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581824 | PA      | $586202.27    | 0.01%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    187000 | PA      | $193296.89    | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    468000 | PA      | $480647.23    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                   | CarVal CLO IX-C Ltd                                                              | CUSIP: 14688HAA0<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001938.20   | 0.03%             | 2037-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                   | Carval Clo X-C Ltd                                                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007286.80   | 0.05%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15343.11     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CNTRL PARENT/CDK GLB INC                                         | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $124905.81    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                          | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19428.47     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CHARLES RIVER LABORATORI                                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39435.25     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                             | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    587000 | PA      | $610752.96    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5303000 | PA      | $5284147.15   | 0.13%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9120000 | PA      | $8566614.00   | 0.22%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3985831.08   | 0.10%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust 2019-ATR2                                      | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    818947 | PA      | $800086.60    | 0.02%             | 2049-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust 2025-3                                         | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |   4102647 | PA      | $4119151.71   | 0.10%             | 2056-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust Series 2025-11                                 | CUSIP: 16162QBD3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   5126941 | PA      | $5158840.39   | 0.13%             | 2056-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust 2025-8                                         | CUSIP: 16162UBA0<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   2510618 | PA      | $2527059.53   | 0.06%             | 2056-06-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust 2025-5                                         | CUSIP: 161935BA8<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   4642903 | PA      | $4676882.40   | 0.12%             | 2056-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    349000 | PA      | $351304.45    | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162641.21    | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                                                      | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15852.35     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  14001000 | PA      | $14054781.06  | 0.35%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4310000 | PA      | $4196695.53   | 0.11%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    516000 | PA      | $476211.41    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2206802.98   | 0.06%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4648000 | PA      | $4547639.41   | 0.11%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                        | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2269119 | PA      | $2296657.99   | 0.06%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                         | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $599932.36    | 0.02%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170416.33    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109980.59    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    274000 | PA      | $282311.52    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1256071.00   | 0.03%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505597.75   | 0.06%             | 2037-04-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $205051.79    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4633000 | PA      | $4636058.52   | 0.12%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9775000 | PA      | $9687277.39   | 0.24%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6303000 | PA      | $6476340.25   | 0.16%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  20626000 | PA      | $20784211.32  | 0.52%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13083000 | PA      | $13350927.67  | 0.34%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9805000 | PA      | $9812896.26   | 0.25%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                             | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    182000 | PA      | $189148.23    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                              | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    298000 | PA      | $300445.66    | 0.01%             | 2029-05-14      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    237000 | PA      | $225874.72    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    527000 | PA      | $531880.64    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3966146.66   | 0.10%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3786062.07   | 0.10%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14410.17     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141798.33    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    145000 | PA      | $148364.29    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    318000 | PA      | $332669.66    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CLARIV SCI HLD CORP                                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    943000 | PA      | $889986.52    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CLARIV SCI HLD CORP                                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $111743.42    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CLEAN HARBORS INC                                                | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27027.41     | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1539291.55   | 0.04%             | 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        |    939000 | PA      | $979192.02    | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81942.20     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76901.32     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97639.97     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1040083.11   | 0.03%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    277000 | PA      | $280601.00    | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    666000 | PA      | $671197.74    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CNH Equipment Trust                                              | CNH Equipment Trust 2024-A                                                       | CUSIP: 18978FAC0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   2212271 | PA      | $2234445.28   | 0.06%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    303000 | PA      | $304017.78    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2021-A LLC                                             | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117539 | PA      | $117306.27    | 0.00%             | 2051-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   3508050 | PA      | $3531013.76   | 0.09%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63327.60     | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    193000 | PA      | $197189.88    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                         | CompoSecure Holdings LLC                                                         | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $352867.20    | 0.01%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                               | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1518155.80   | 0.04%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103656.73    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31222.35     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1523887.28   | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2447000 | PA      | $2447000.00   | 0.06%             | 2041-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                         | Constellation Energy Generation LLC                                              | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4160105.05   | 0.11%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                   | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $250220.25    | 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        |    655000 | PA      | $634050.28    | 0.02%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                                              | Consumers Energy Co                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1558692.17   | 0.04%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                              | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2272224.85   | 0.06%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                         | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206256.00    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                    | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    697000 | PA      | $683982.27    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    141000 | PA      | $138800.14    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2150000 | PA      | $2139309.83   | 0.05%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                        | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46312.89     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H1 Mortgage Trust                                                     | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335836 | PA      | $2356738.25   | 0.06%             | 2068-12-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275247 | PA      | $2296995.07   | 0.06%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5222232 | PA      | $5304131.10   | 0.13%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $129918.72    | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $69567.29     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H8 Mortgage Trust                                                     | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3950350 | PA      | $3970007.34   | 0.10%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2455657 | PA      | $2474199.09   | 0.06%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1183000 | PA      | $1174694.43   | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1420000 | PA      | $1401650.08   | 0.04%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                           | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $430774.00    | 0.01%             | 2043-02-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                           | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1612898.00   | 0.04%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    211000 | PA      | $224877.05    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Guaranteed Funding (DK) Limited                                  | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    882000 | PA      | $883653.75    | 0.02%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                      | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5272000 | PA      | $5278586.84   | 0.13%             | 2042-11-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                      | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120000 | PA      | $2122648.73   | 0.05%             | 2042-11-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                            | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102438.00    | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2403689.95   | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1020000 | PA      | $1018865.52   | 0.03%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2787000 | PA      | $2846057.62   | 0.07%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                         | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5316.65      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4943000 | PA      | $4801332.43   | 0.12%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5199000 | PA      | $5346100.71   | 0.14%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                         | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    371000 | PA      | $385773.22    | 0.01%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150730.65    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $411005.51    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| DIRECTV FINANCING LLC                                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $251102.23    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| DIVERSIFIED HEALTHCARE T                                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |     68000 | PA      | $70036.60     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2483618.58   | 0.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| RR DONNELLEY & SONS CO                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    318000 | PA      | $330941.96    | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-368211.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-362820.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1447898.57  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 43 Senior Loan Fund                                                       | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   8235000 | PA      | $8243235.82   | 0.21%             | 2034-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4712000 | PA      | $4678414.98   | 0.12%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1864747.26   | 0.05%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    981000 | PA      | $987487.93    | 0.02%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3973065.85   | 0.10%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3281000 | PA      | $3375753.41   | 0.09%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                             | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26577.77     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM3                                                                   | CUSIP: 26846YAC2<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |   4233441 | PA      | $4282169.19   | 0.11%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251102.58    | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   5440000 | PA      | $5470560.29   | 0.14%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    301000 | PA      | $315796.86    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3078255.99   | 0.08%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4732000 | PA      | $5138396.08   | 0.13%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2215372.26   | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    960000 | PA      | $956953.55    | 0.02%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5935707.61   | 0.15%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5313838.19   | 0.13%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7930000 | PA      | $8727968.86   | 0.22%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3365120.96   | 0.08%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-77599.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-50224.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $19001.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-88296.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64581.95     | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117987.76    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99657.65     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV2                                                                   | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   3323460 | PA      | $3356103.55   | 0.08%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                          | Efesto Bidco SpA Efesto US LLC                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1004000 | PA      | $1023497.68   | 0.03%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   6117177 | PA      | $6148588.10   | 0.16%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    854000 | PA      | $832349.22    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    239000 | PA      | $235188.79    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                              | Elmwood CLO II Ltd                                                               | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4228314.30   | 0.11%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                              | Elmwood CLO III Ltd                                                              | CUSIP: 29002HAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501397.15    | 0.01%             | 2037-07-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                               | Elmwood CLO 26 Ltd                                                               | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3740000 | PA      | $3747364.06   | 0.09%             | 2037-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1506037.04   | 0.04%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                          | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15499.89     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                 | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAL4<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1895000 | PA      | $1901905.57   | 0.05%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $283854.31    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $479757.18    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ENCOMPASS HEALTH CORP                                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    156000 | PA      | $155266.35    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1686110.88   | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5606000 | PA      | $5891606.30   | 0.15%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3457000 | PA      | $3563279.80   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1444550.59   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                             | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4790000 | PA      | $4778465.54   | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2987684.04   | 0.08%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                                     | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56841.73     | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-4 LLC                                            | CUSIP: 29374MAC2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1383069.25   | 0.03%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-4 LLC                                            | CUSIP: 29374MAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    177000 | PA      | $179880.37    | 0.00%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2023-1 LLC                                            | CUSIP: 29375CAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   7150000 | PA      | $7216186.12   | 0.18%             | 2029-10-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1631001 | PA      | $1642639.09   | 0.04%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    223000 | PA      | $227257.29    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAC2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1518000 | PA      | $1538004.20   | 0.04%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    492000 | PA      | $502993.94    | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                         | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   6055000 | PA      | $6079422.72   | 0.15%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                              | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4341000 | PA      | $4432637.21   | 0.11%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   7781000 | PA      | $7490906.89   | 0.19%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2345000 | PA      | $2272783.64   | 0.06%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   3295000 | PA      | $2992142.97   | 0.08%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    892000 | PA      | $848831.70    | 0.02%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1730000 | PA      | $1653627.40   | 0.04%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                  | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $154193.40    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ESAB CORP                                                        | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176735.50    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     99000 | PA      | $97415.97     | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238133.15    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1459181.87   | 0.04%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1117084.79   | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2561098.49   | 0.06%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                      | Exelon Corp                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1285916.31   | 0.03%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                      | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2667313.14   | 0.07%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                      | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1714269.62   | 0.04%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1717476.46   | 0.04%             | 2042-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60972.92     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                             | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3810000 | PA      | $3811576.20   | 0.10%             | 2044-01-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132J4RB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6397897 | PA      | $6255574.71   | 0.16%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AJSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5527822 | PA      | $5279551.26   | 0.13%             | 2034-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136B3SN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5622444 | PA      | $5573312.43   | 0.14%             | 2048-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1792692 | PA      | $1814495.22   | 0.05%             | 2054-12-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367282 | PA      | $371401.13    | 0.01%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7883414 | PA      | $7950275.90   | 0.20%             | 2054-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2313304 | PA      | $2343579.43   | 0.06%             | 2055-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BV5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.04         | 0.00%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647695 | PA      | $654965.28    | 0.02%             | 2054-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1499755 | PA      | $1521157.45   | 0.04%             | 2055-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892447 | PA      | $903953.63    | 0.02%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1649546 | PA      | $1672972.01   | 0.04%             | 2055-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2664416 | PA      | $2698286.85   | 0.07%             | 2055-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H0A40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140990 | PA      | $137967.72    | 0.00%             | 2044-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H5ZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11959693 | PA      | $11379174.13  | 0.29%             | 2033-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5231884 | PA      | $5295345.75   | 0.13%             | 2054-03-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738777 | PA      | $747165.15    | 0.02%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5345563 | PA      | $5411352.92   | 0.14%             | 2054-04-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    932378 | PA      | $943228.62    | 0.02%             | 2055-03-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1237023 | PA      | $1253163.90   | 0.03%             | 2055-05-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949804 | PA      | $962049.73    | 0.02%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    955300 | PA      | $967767.05    | 0.02%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7586489 | PA      | $7688148.37   | 0.19%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1267689 | PA      | $1284229.82   | 0.03%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7301613 | PA      | $7394571.27   | 0.19%             | 2055-06-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3733413 | PA      | $3777431.52   | 0.10%             | 2055-05-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5755000 | PA      | $5316495.19   | 0.13%             | 2030-05-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10290000 | PA      | $10693233.82  | 0.27%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6212034 | PA      | $5508389.21   | 0.14%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3400531 | PA      | $3352282.99   | 0.08%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4626186 | PA      | $4559663.24   | 0.12%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ARX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5570903 | PA      | $5379974.32   | 0.14%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $97169.87     | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $483563.60    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3545000 | PA      | $3591612.14   | 0.09%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4988000 | PA      | $4976984.20   | 0.13%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    599000 | PA      | $570159.18    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                             | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10284.85     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2437810.34   | 0.06%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1314693.98   | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3936000 | PA      | $3927035.41   | 0.10%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $3864524.16   | 0.10%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                          | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44691.88     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $317072.19    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   1455000 | PA      | $1459888.51   | 0.04%             | 2036-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143492.40    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | Florida Power & Light Co                                                         | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87102.30     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                             | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202590.67    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                         | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93159.43     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                     | Ford Credit Auto Owner Trust 2023-C                                              | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6099183 | PA      | $6158466.55   | 0.16%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                         | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHW7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  11535000 | PA      | $11565527.38  | 0.29%             | 2028-05-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                         | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJF2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3991600.69   | 0.10%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    908000 | PA      | $913020.56    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4279700.80   | 0.11%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4489000 | PA      | $4552228.46   | 0.11%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6020000 | PA      | $6208754.75   | 0.16%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2251993.30   | 0.06%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82078.80     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    118000 | PA      | $125115.99    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   9758000 | PA      | $10267055.34  | 0.26%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                             | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17294.81     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| FORTRESS INTERMEDIATE                                            | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    656000 | PA      | $668224.61    | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Foundation Finance Trust                                         | Foundation Finance Trust 2024-1                                                  | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1824683 | PA      | $1868773.69   | 0.05%             | 2049-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2333807 | PA      | $2360057.72   | 0.06%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290350 | PA      | $1294268.01   | 0.03%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    946000 | PA      | $947410.86    | 0.02%             | 2052-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3210351.23   | 0.08%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9421.88      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    187000 | PA      | $197709.12    | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193524.80    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80382.32     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164005.41    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53621.85     | 0.00%             | 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        |    533000 | PA      | $557249.37    | 0.01%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $175186.05    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $461343.81    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| GCAT                                                             | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7863332 | PA      | $7603526.43   | 0.19%             | 2067-02-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     27000 | PA      | $28428.49     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $341413.38    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    186000 | PA      | $189022.50    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2548000 | PA      | $2596661.70   | 0.07%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2179000 | PA      | $2120202.95   | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                                   | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2831000 | PA      | $2871296.45   | 0.07%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   2580000 | PA      | $2594512.50   | 0.07%             | 2028-03-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAA1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $942614.61    | 0.02%             | 2041-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1609960 | PA      | $1616152.41   | 0.04%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   1629666 | PA      | $1636203.49   | 0.04%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-PJ10                                    | CUSIP: 36273MBA2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   3583331 | PA      | $3607206.60   | 0.09%             | 2056-04-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                                            | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $291669.93    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   2309000 | PA      | $2314790.97   | 0.06%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |   2333189 | PA      | $2343274.51   | 0.06%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                   | Galaxy XXII CLO Ltd                                                              | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   3495000 | PA      | $3495000.00   | 0.09%             | 2034-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    919000 | PA      | $938540.70    | 0.02%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                             | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95637.04     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM6 Trust                                                             | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2065841 | PA      | $2070560.80   | 0.05%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2273253.12   | 0.06%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    554000 | PA      | $577671.61    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2280724.72   | 0.06%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                            | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173980.26    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9038.71      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $211671.83    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63792.06     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| WRANGLER HOLDCO CORP                                             | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17689.79     | 0.00%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3806630.21   | 0.10%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3427894.75   | 0.09%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1392378.19   | 0.04%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2891499.37   | 0.07%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1501120.18   | 0.04%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4365508.55   | 0.11%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4102522.80   | 0.10%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2321389.32   | 0.06%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4017574.48   | 0.10%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1444666.58   | 0.04%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                          | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    273000 | PA      | $283496.85    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GOAT HOLDCO LLC                                                  | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $227999.11    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1431825.25   | 0.04%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $8829285.70   | 0.22%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7663000 | PA      | $7848142.22   | 0.20%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8743355.99   | 0.22%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8524000 | PA      | $8780163.16   | 0.22%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8245482.38   | 0.21%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9390000 | PA      | $9336444.32   | 0.24%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3782948.19   | 0.10%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4627398.32   | 0.12%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14175000 | PA      | $13964099.81  | 0.35%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9318000 | PA      | $9179029.48   | 0.23%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7334000 | PA      | $7228944.04   | 0.18%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6472558.54   | 0.16%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 50B-R Ltd                                             | CUSIP: 38178DAU1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   1595000 | PA      | $1597680.72   | 0.04%             | 2035-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3165000 | PA      | $3175059.64   | 0.08%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 66B Ltd                                               | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1890000 | PA      | $1897493.66   | 0.05%             | 2038-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-3                                 | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2756269 | PA      | $2760292.20   | 0.07%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82698.25     | 0.00%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                                   | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    188000 | PA      | $201933.62    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| GREAT CAN GAMING/RAPTOR                                          | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    123000 | PA      | $125080.18    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GREAT AMERICA LEASING RECEIVABLES                                | GreatAmerica Leasing Receivables Funding LLC Series 2024-2                       | CUSIP: 39154GAB2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    798765 | PA      | $801744.95    | 0.02%             | 2027-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339039 | PA      | $1351295.80   | 0.03%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                              | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2716000 | PA      | $2688840.00   | 0.07%             | 2036-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2849776 | PA      | $2877207.41   | 0.07%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1122156.63   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1703635.28   | 0.04%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    217000 | PA      | $226130.65    | 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        |   5644000 | PA      | $5631493.86   | 0.14%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4488000 | PA      | $4314978.35   | 0.11%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2267914.35   | 0.06%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5692000 | PA      | $5831686.01   | 0.15%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11620000 | PA      | $11839279.74  | 0.30%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2750053.51   | 0.07%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5687081.97   | 0.14%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3754000 | PA      | $3868577.11   | 0.10%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | Halseypoint CLO 7 LTD                                                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2007972.60   | 0.05%             | 2038-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | Halseypoint Clo 6 Ltd                                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506781.95   | 0.04%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    321000 | PA      | $312897.19    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    394000 | PA      | $407747.45    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    167000 | PA      | $175277.02    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83589.30     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $175975.50    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47385.87     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $233055.92    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $331580.20    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18222.77     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82873.77     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    477000 | PA      | $492708.56    | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Home Owner Mortgage Enhanced Securuties Limited                  | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   3116060 | PA      | $3152984.34   | 0.08%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                          | Honeywell International Inc                                                      | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2727931.79   | 0.07%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                      | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1642479.99   | 0.04%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54988.22     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1268000 | PA      | $1311455.63   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2280771.84   | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132696.09    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3748785.56   | 0.09%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2487580.56   | 0.06%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                   | Hyundai Auto Receivables Trust 2023-B                                            | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121693 | PA      | $122503.05    | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202295.80    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    802000 | PA      | $858797.64    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                         | INT Commercial Mortgage Trust 2025-PLAZA                                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $638686.31    | 0.02%             | 2037-11-05      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                                      | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $1170412.50   | 0.03%             | 2041-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269945.54    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $911134.16    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18536.55     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51310.74     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $188755.18    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INCREF LLC                                                       | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4040000 | PA      | $4050401.38   | 0.10%             | 2042-10-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106131.44    | 0.00%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106351.75    | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                            | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4059000 | PA      | $4064073.75   | 0.10%             | 2042-03-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                          | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    686000 | PA      | $679479.98    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                          | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    286000 | PA      | $250826.03    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $232240.85    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200067.33    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    385000 | PA      | $399995.75    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    216000 | PA      | $213882.72    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738093 | PA      | $723366.84    | 0.02%             | 2029-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030000 | PA      | $2047625.27   | 0.05%             | 2039-11-09      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2113000 | PA      | $2093581.74   | 0.05%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4929574.80   | 0.12%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3142021.38   | 0.08%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3498817.78   | 0.09%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3868000 | PA      | $3915393.21   | 0.10%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3346107.64   | 0.08%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4968000 | PA      | $5045266.41   | 0.13%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1538038.83   | 0.04%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4513525.39   | 0.11%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2399764.77   | 0.06%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10255000 | PA      | $10402472.44  | 0.26%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17672000 | PA      | $17991111.43  | 0.45%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5318000 | PA      | $5487074.91   | 0.14%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11264000 | PA      | $11617576.28  | 0.29%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4721212.08   | 0.12%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5266092.32   | 0.13%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QAF2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3167869 | PA      | $2863494.54   | 0.07%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1034870 | PA      | $933702.49    | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DAE2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1702907 | PA      | $1533742.93   | 0.04%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                        | Jabil Inc                                                                        | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3093853.64   | 0.08%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2025-VIS2                                               | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3541577 | PA      | $3577582.05   | 0.09%             | 2055-12-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM4                                        | CUSIP: 46660HAD8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   6753053 | PA      | $6777466.88   | 0.17%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $163301.78    | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                           | John Deere Owner Trust 2024                                                      | CUSIP: 47800RAD5<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |   8725521 | PA      | $8799250.62   | 0.22%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                         | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $134881.63    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105519.90    | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162497.21    | 0.00%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 21 Ltd                                                                   | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |    718102 | PA      | $718236.67    | 0.02%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 27 LTD                                                                   | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   3945000 | PA      | $3948945.00   | 0.10%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 35 Ltd                                                                   | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504143.90   | 0.04%             | 2038-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742000 | PA      | $716307.58    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CATURUS ENERGY LLC                                               | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    308000 | PA      | $321130.04    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27802.39     | 0.00%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    239000 | PA      | $247894.39    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    191000 | PA      | $195638.05    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    189000 | PA      | $195289.16    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                         | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75757.99     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                         | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    171000 | PA      | $77805.00     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                         | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $36400.00     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                         | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     96000 | PA      | $43680.00     | 0.00%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28137.54     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    217000 | PA      | $213828.46    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    111000 | PA      | $116933.73    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                              | LCM 29 Ltd                                                                       | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    565183 | PA      | $565287.67    | 0.01%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                        | LQR Trust 2025-CALI                                                              | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2377000 | PA      | $2376974.45   | 0.06%             | 2043-01-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    152000 | PA      | $153176.69    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1085625.86   | 0.03%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61104.13     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    663000 | PA      | $640057.15    | 0.02%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                        | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3103540 | PA      | $3107419.03   | 0.08%             | 2041-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Structured Loan Certificate Issuer Trust             | LendingClub Structured Loan Certificate Issuer Trust Series 2025-P16             | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715711 | PA      | $1721364.34   | 0.04%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2025-2                                                    | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3003000 | PA      | $3028573.25   | 0.08%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    886000 | PA      | $913015.03    | 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        |    860000 | PA      | $890792.30    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    438000 | PA      | $469901.73    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $572552.93    | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    313000 | PA      | $340102.67    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140931.50    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LITHIA MOTORS INC                                                | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79350.98     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71977.72     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114512.19    | 0.00%             | 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        |    118000 | PA      | $116353.12    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                           | Lsf12 Helix Parent LLC                                                           | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192563.59    | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                  | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   1026189 | PA      | $1036331.30   | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447592 | PA      | $448431.29    | 0.01%             | 2041-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2025-NQM2 Trust                                                              | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |   2713897 | PA      | $2750284.64   | 0.07%             | 2070-05-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7220000 | PA      | $7220000.00   | 0.18%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                       | MMAF Equipment Finance LLC 2024-A                                                | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1197196 | PA      | $1216376.04   | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                              | M&T Equipment 2025-LEAF1 Notes                                                   | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751000 | PA      | $754486.07    | 0.02%             | 2027-12-16      | Fixed         | 4.70%                 | 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        |    417000 | PA      | $446755.87    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| MSWF Commercial Mortgage Trust                                   | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $328789.02    | 0.01%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAQ0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1712174.04   | 0.04%             | 2037-07-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding LVII Ltd                                                    | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1635000 | PA      | $1636597.23   | 0.04%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1069040.97   | 0.03%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3765000 | PA      | $3764998.61   | 0.10%             | 2041-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1049999.17   | 0.03%             | 2041-01-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $1114998.89   | 0.03%             | 2041-01-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                   | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1616006.84   | 0.04%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                 | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1076551.73   | 0.03%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                    | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1461675.94   | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48022.34     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    121000 | PA      | $123208.01    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112164.56    | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287233.02    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26363.96     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   4132000 | PA      | $4209475.00   | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                         | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $330275.41    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE                                            | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $791360.00    | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2570685.56   | 0.06%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                         | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169342.94    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | Micron Technology Inc                                                            | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4621890.51   | 0.12%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                         | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2213128.62   | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                         | Mill City Mortgage Loan Trust 2017-1                                             | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554242 | PA      | $550173.46    | 0.01%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    242000 | PA      | $247005.77    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    209000 | PA      | $211357.31    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $61516.35     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169099.92    | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1004799 | PA      | $991628.58    | 0.03%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | Morgan Stanley Bank NA                                                           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   7084000 | PA      | $7216722.49   | 0.18%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3717000 | PA      | $3787967.27   | 0.10%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $8479157.86   | 0.21%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7433000 | PA      | $7328318.16   | 0.19%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3658422.58   | 0.09%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $4014354.26   | 0.10%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1894173.41   | 0.05%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10364000 | PA      | $10617991.58  | 0.27%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3382970.58   | 0.09%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9278000 | PA      | $9447743.05   | 0.24%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2665012.13   | 0.07%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2254259.21   | 0.06%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5351468.54   | 0.14%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2018-BOP                                          | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426459 | PA      | $1160410.08   | 0.03%             | 2033-08-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   7529000 | PA      | $7577069.65   | 0.19%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3282588.54   | 0.08%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $6106924.66   | 0.15%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1730549.81   | 0.04%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5483807 | PA      | $5545217.81   | 0.14%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3693602 | PA      | $3703704.27   | 0.09%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                         | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3080675 | PA      | $3082347.50   | 0.08%             | 2070-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                         | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250016 | PA      | $3292505.70   | 0.08%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                          | CUSIP: 617942AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2456883 | PA      | $2498305.26   | 0.06%             | 2070-03-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120436.20    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                           | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35035.12     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    909000 | PA      | $910570.75    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    476000 | PA      | $487807.66    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    264000 | PA      | $264722.62    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3688000 | PA      | $3707647.08   | 0.09%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248000 | PA      | $2276743.38   | 0.06%             | 2033-06-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $2194540.78   | 0.06%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    380000 | PA      | $394337.02    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47099.61     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1926661.58   | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2709486.81   | 0.07%             | 2030-10-15      | Fixed         | 4.73%                 | 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        |    287000 | PA      | $276682.35    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199006.50    | 0.01%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190220.41    | 0.00%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1931000 | PA      | $1942120.59   | 0.05%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1935000 | PA      | $1960413.54   | 0.05%             | 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        |    492000 | PA      | $501672.17    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                     | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770000 | PA      | $1867402.22   | 0.05%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63159.65     | 0.00%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    818000 | PA      | $830437.45    | 0.02%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25846.68     | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                                     | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135249.01    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Navistar Financial Dealer Note Master Trust                      | Navistar Financial Dealer Note Master Owner Trust                                | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2921000 | PA      | $2931489.60   | 0.07%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Loan Trust 2018-B                                      | CUSIP: 63940QAC7<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |    193898 | PA      | $193908.54    | 0.00%             | 2059-12-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63942AAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3010867 | PA      | $2993925.04   | 0.08%             | 2069-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3630318 | PA      | $3593366.55   | 0.09%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2985825 | PA      | $2738348.36   | 0.07%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust                                                       | CUSIP: 63942TAB1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   1182150 | PA      | $1192678.32   | 0.03%             | 2072-03-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   5708646 | PA      | $5742110.26   | 0.15%             | 2055-05-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   3078093 | PA      | $3068977.10   | 0.08%             | 2057-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAA6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   5090810 | PA      | $5086452.92   | 0.13%             | 2062-04-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    717126 | PA      | $737745.61    | 0.02%             | 2053-11-25      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAA9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1224333 | PA      | $1219061.13   | 0.03%             | 2062-04-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAA4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2677610 | PA      | $2672885.68   | 0.07%             | 2062-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-1                                                 | CUSIP: 64035EAA2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   5628935 | PA      | $5629005.35   | 0.14%             | 2033-10-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2350077 | PA      | $2344095.19   | 0.06%             | 2062-04-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAB4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   6221626 | PA      | $6264898.32   | 0.16%             | 2065-06-22      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176610.63    | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41234.45     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165977.38    | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2562000 | PA      | $2687452.10   | 0.07%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NETFLIX INC                                                      | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2328581.02   | 0.06%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                         | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43011.52     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                     | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $226296.53    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NEW HOME CO INC/THE                                              | New Home Co Inc/The                                                              | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40041.70     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                              | New Home Co Inc/The                                                              | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35416.03     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 3 Ltd                                                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008692.00   | 0.05%             | 2038-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | NEW Residential Mortgage Loan Trust 2025-Nqm2                                    | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |   2130134 | PA      | $2159864.96   | 0.05%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |   3422749 | PA      | $3447394.00   | 0.09%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102747.61    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1089722.63   | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1899076.09   | 0.05%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4718377.58   | 0.12%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    710000 | PA      | $727419.54    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1324178.60   | 0.03%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91249.28     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                     | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90762.03     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    203000 | PA      | $202436.47    | 0.01%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211075.42    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213584.41    | 0.01%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62518.06     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                         | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3364000 | PA      | $3374512.50   | 0.09%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    158000 | PA      | $153064.87    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    594000 | PA      | $615651.89    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    159000 | PA      | $161962.97    | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                             | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251652.43    | 0.01%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753159.30    | 0.02%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   2388466 | PA      | $2402563.74   | 0.06%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM4 Trust                                                              | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |   2451325 | PA      | $2474973.95   | 0.06%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $995621.88    | 0.03%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-11X                                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280000 | PA      | $2297691.66   | 0.06%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1920000 | PA      | $1925376.00   | 0.05%             | 2038-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2024-25 Ltd                                                          | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005098.80   | 0.05%             | 2037-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM6 Trust                                                              | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   2055218 | PA      | $2081849.28   | 0.05%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   1161032 | PA      | $1176149.06   | 0.03%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-40 Ltd                                                              | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4140000 | PA      | $4147625.88   | 0.10%             | 2038-04-16      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                   | Ohio Edison Co                                                                   | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2003213.67   | 0.05%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    272000 | PA      | $278812.78    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    404000 | PA      | $402427.81    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                           | Oman Government International Bond                                               | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   3750000 | PA      | $3890625.00   | 0.10%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                              | OMERS Finance Trust                                                              | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   4795000 | PA      | $4869058.06   | 0.12%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    710000 | PA      | $705275.57    | 0.02%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3881824.68   | 0.10%             | 2029-11-01      | Fixed         | 4.65%                 | 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        |    575000 | PA      | $571602.44    | 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        |    187000 | PA      | $178421.62    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25324.05     | 0.00%             | 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        |     58000 | PA      | $57276.82     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    262000 | PA      | $276373.84    | 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        |    118000 | PA      | $123704.47    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    357000 | PA      | $367987.39    | 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        |    158000 | PA      | $161483.11    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586152.13    | 0.01%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| OneMain Direct Auto Receivables Trust                            | Onemain Direct Auto Receivables Trust 2022-1                                     | CUSIP: 68269DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872634 | PA      | $873798.95    | 0.02%             | 2029-03-14      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2201000 | PA      | $2218751.51   | 0.06%             | 2036-09-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2559562.50   | 0.06%             | 2042-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1283000 | PA      | $1287811.25   | 0.03%             | 2042-06-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1320000 | PA      | $1354659.23   | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                       | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204084.40    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $194218.43    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    479000 | PA      | $469795.29    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1696191.72   | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554384.13    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2234068.36   | 0.06%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2229632.86   | 0.06%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2676807.80   | 0.07%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3793141.15   | 0.10%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    229000 | PA      | $224607.67    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | 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        |    157000 | PA      | $156967.58    | 0.00%             | 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        |     27000 | PA      | $26364.39     | 0.00%             | 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        |    732000 | PA      | $714486.90    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PBF HOLDING CO LLC                                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18024.34     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PFS Financing Corp.                                              | PFS Financing Corp                                                               | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $631584.63    | 0.02%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                              | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7281000 | PA      | $7400903.51   | 0.19%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                              | PFS Financing Corp                                                               | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4954000 | PA      | $4991845.59   | 0.13%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90048.78     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                      | PNC Bank NA                                                                      | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $8996948.25   | 0.23%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: —       |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594439 | PA      | $588567.70    | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                       | PSMC 2021-1 Trust                                                                | CUSIP: 693650AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6839432 | PA      | $5749397.81   | 0.15%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2025-HOME1                                                                 | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5420879 | PA      | $5488436.76   | 0.14%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                   | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989000 | PA      | $1017119.35   | 0.03%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-RPL2 Trust                                                             | CUSIP: 69392LAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    710437 | PA      | $695745.41    | 0.02%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                       | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3201000 | PA      | $3202179.89   | 0.08%             | 2033-03-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2228490 | PA      | $2244103.58   | 0.06%             | 2058-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98598.06     | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    218000 | PA      | $197112.33    | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2782316.28   | 0.07%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $827092.80    | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10209000 | PA      | $10546095.87  | 0.27%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1060000 | PA      | $1061970.96   | 0.03%             | 2032-08-08      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2023-4 Ltd                                                     | CUSIP: 696924AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4026976.40   | 0.10%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                            | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1967158.66   | 0.05%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | PARK BLUE CLO 2023-III LTD                                                       | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    925000 | PA      | $928964.46    | 0.02%             | 2037-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2025-VII Ltd                                                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006642.60   | 0.05%             | 2038-04-25      | Floating      | 4.89%                 | 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        |    206000 | PA      | $212235.41    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                         | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94085.44     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   4597000 | PA      | $4728475.35   | 0.12%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45292.96     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    224000 | PA      | $231256.70    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245270.16    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26437.11     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                                    | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $334013.36    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | Pfizer Inc                                                                       | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2882092.48   | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4036000 | PA      | $4111845.16   | 0.10%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4310363.56   | 0.11%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4946175.30   | 0.12%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                         | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    397000 | PA      | $416065.90    | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                   | Pikes Peak Clo 16 Ltd                                                            | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505765.70   | 0.04%             | 2037-07-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1247000 | PA      | $1245225.27   | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                      | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1033000 | PA      | $1041895.06   | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                      | Porsche Financial Auto Securitization Trust 2023-2                               | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1841759 | PA      | $1857172.45   | 0.05%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                     | Post CLO 2024-1 Ltd                                                              | CUSIP: 73743EAA6<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002423.40   | 0.03%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59567.23     | 0.00%             | 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        |    689000 | PA      | $652733.93    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                              | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32153.23     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | 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        |    102000 | PA      | $99912.56     | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                           | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    313692 | PA      | $312918.10    | 0.01%             | 2051-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                 | Provident Funding Mortgage Trust 2021-INV2                                       | CUSIP: 74388MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1490662 | PA      | $1335458.08   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2023-NQM2 Trust                                                             | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    823717 | PA      | $827769.20    | 0.02%             | 2068-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855936 | PA      | $1876366.61   | 0.05%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-NQM2 Trust                                                             | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633923 | PA      | $643437.15    | 0.02%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2223921.62   | 0.06%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3966000 | PA      | $3947321.73   | 0.10%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3346000 | PA      | $3356545.22   | 0.08%             | 2056-01-05      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1081000 | PA      | $1092225.19   | 0.03%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126320.54    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    626000 | PA      | $645080.48    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    741000 | PA      | $768484.90    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2021-2                                                       | CUSIP: 74936RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7826323 | PA      | $7078180.89   | 0.18%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES1                                                    | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2608292 | PA      | $2631609.67   | 0.07%             | 2044-02-25      | Variable      | 6.03%                 | 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        |     90000 | PA      | $89928.48     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    323000 | PA      | $318324.03    | 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        |    222000 | PA      | $228566.76    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     65000 | PA      | $64618.18     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RR 36 LTD                                                        | RR 36 Ltd                                                                        | CUSIP: 74989AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1485000 | PA      | $1491324.47   | 0.04%             | 2040-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 20 Ltd                                                                        | CUSIP: 74989UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6270000 | PA      | $6277993.00   | 0.16%             | 2037-07-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $448141.49    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                         | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225478.13    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    523000 | PA      | $520957.61    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1078262.33   | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    387000 | PA      | $416360.63    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $190344.92    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $63304.39     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    727000 | PA      | $745228.11    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Regatta XX Funding Ltd                                           | Regatta XX Funding Ltd                                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1143256.87   | 0.03%             | 2038-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                                         | Regatta VIII Funding Ltd                                                         | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   4350000 | PA      | $4359987.60   | 0.11%             | 2037-04-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                       | Regatta XXVII Funding Ltd                                                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1503556.20   | 0.04%             | 2037-04-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593000 | PA      | $604531.18    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                          | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1820000 | PA      | $1827705.15   | 0.05%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $689791.64    | 0.02%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    228000 | PA      | $231593.51    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Residential Mortgage Loan Trust                                  | Residential Mortgage Loan Trust 2019-3                                           | CUSIP: 76119NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1594784 | PA      | $1584136.24   | 0.04%             | 2059-09-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $83242.96     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                         | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26718.01     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $426928.35    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $302414.28    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $191232.62    | 0.00%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1972.80      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34891.26     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   5170000 | PA      | $5123632.44   | 0.13%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2738000 | PA      | $2793995.60   | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 21 Ltd                                                                        | CUSIP: 78110TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1004020.10   | 0.03%             | 2039-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                             | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26304.14     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141173.84    | 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        |     92000 | PA      | $94547.34     | 0.00%             | 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        |    125000 | PA      | $132165.38    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3356735.12   | 0.08%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    528000 | PA      | $548132.60    | 0.01%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50092.55     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    813000 | PA      | $828240.87    | 0.02%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| SCG Hotel Issuer Inc                                             | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811000 | PA      | $808972.50    | 0.02%             | 2035-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     48000 | PA      | $47644.19     | 0.00%             | 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        |    132000 | PA      | $126074.75    | 0.00%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2004-A                                     | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |    567720 | PA      | $566338.04    | 0.01%             | 2033-06-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2005-A                                     | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |   3458527 | PA      | $3417966.26   | 0.09%             | 2038-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2005-B                                     | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |   2222326 | PA      | $2170833.28   | 0.05%             | 2039-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2006-A                                     | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |   5889848 | PA      | $5685299.13   | 0.14%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2006-B                                     | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |   4093903 | PA      | $4028899.08   | 0.10%             | 2039-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2742702 | PA      | $2781623.74   | 0.07%             | 2050-05-16      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4783076 | PA      | $4878447.34   | 0.12%             | 2056-10-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                        | SLG Commercial Mortgage Trust 2026-PAT                                           | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2123000 | PA      | $2130754.89   | 0.05%             | 2039-02-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-D                                          | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11587668 | PA      | $11797081.89  | 0.30%             | 2058-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                            | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    677000 | PA      | $676414.26    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Program LLC                             | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAB0<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    305295 | PA      | $303823.33    | 0.01%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $10115848.54  | 0.26%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2489998.95   | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2399335.30   | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                           | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    209000 | PA      | $211689.83    | 0.01%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     61000 | PA      | $48952.50     | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                                         | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $228567.36    | 0.01%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: —       |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   4562948 | PA      | $4582455.04   | 0.12%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |   2229422 | PA      | $2237877.08   | 0.06%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    107000 | PA      | $110229.05    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     83000 | PA      | $87670.83     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    171000 | PA      | $180950.66    | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                  | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61764.27     | 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        |     27000 | PA      | $27177.69     | 0.00%             | 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        |     29000 | PA      | $29432.85     | 0.00%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                           | Sempra                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51232.57     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    871000 | PA      | $851693.24    | 0.02%             | 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        |    214000 | PA      | $200541.50    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2021-1                                                    | CUSIP: 81747KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7278220 | PA      | $6118254.03   | 0.15%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2024-HYB1                                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340689 | PA      | $2351374.97   | 0.06%             | 2063-11-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2025-10                                                   | CUSIP: 81750CBB0<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |   4691583 | PA      | $4717121.80   | 0.12%             | 2055-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    302000 | PA      | $287389.39    | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    967000 | PA      | $1015620.76   | 0.03%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| SHRN Trust                                                       | SHRN Trust 2025-MF18                                                             | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3504375.00   | 0.09%             | 2040-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                             | Signal Peak CLO 12 Ltd                                                           | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    460000 | PA      | $461629.60    | 0.01%             | 2037-07-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                             | Signal Peak CLO 3 Ltd                                                            | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $680692.99    | 0.02%             | 2037-01-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                         | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36623.69     | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    232000 | PA      | $239985.44    | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    363000 | PA      | $362369.03    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26374.13     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97951.00     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    762528 | PA      | $762934.04    | 0.02%             | 2037-06-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-B                                          | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8622633 | PA      | $8698978.17   | 0.22%             | 2055-02-16      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3917329 | PA      | $3956351.00   | 0.10%             | 2052-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    312000 | PA      | $320160.36    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    156000 | PA      | $159295.44    | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1233535 | PA      | $1239963.80   | 0.03%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5275039 | PA      | $5304065.25   | 0.13%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                         | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629622 | PA      | $625097.48    | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                        | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    461000 | PA      | $459211.83    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sounds Point CLO IV-R LTD                                                        | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |   2049321 | PA      | $2049242.21   | 0.05%             | 2031-04-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1045612.63   | 0.03%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    596000 | PA      | $594817.37    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    458000 | PA      | $466426.30    | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4190855.14   | 0.11%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   7708000 | PA      | $7845143.36   | 0.20%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    183000 | PA      | $181914.39    | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103895.35    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154712.14    | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                         | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21065.58     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    158000 | PA      | $161500.81    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    631000 | PA      | $627701.07    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    436000 | PA      | $420614.26    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                 | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131319.90    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| STAR PARENT INC                                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    649000 | PA      | $685001.33    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     27000 | PA      | $26822.48     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     26000 | PA      | $27420.20     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     46000 | PA      | $47902.79     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    270000 | PA      | $281188.53    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    423000 | PA      | $421068.37    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64320.07     | 0.00%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| STATION CASINOS LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47050.23     | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3914391.38   | 0.10%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                               | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18928.42     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Summer Issuer, LLC                                               | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5275000 | PA      | $5316254.19   | 0.13%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57349.35     | 0.00%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1555672.80   | 0.04%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | Synopsys Inc                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3257000 | PA      | $3323683.49   | 0.08%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    782000 | PA      | $809943.71    | 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        |   5737000 | PA      | $5848059.77   | 0.15%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4288000 | PA      | $4338044.69   | 0.11%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| TCI-Symphony CLO                                                 | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    199004 | PA      | $199010.65    | 0.01%             | 2030-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                     | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    885000 | PA      | $886359.80    | 0.02%             | 2033-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                     | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1132613.01   | 0.03%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                               | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2102000 | PA      | $2269751.79   | 0.06%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7122000 | PA      | $7122000.00   | 0.18%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2822663.00   | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5282891.96   | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1334076.25   | 0.03%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4998000 | PA      | $4878883.77   | 0.12%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1918826.83   | 0.05%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3136496.28   | 0.08%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3111142.85   | 0.08%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                             | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $61175.01     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TYSN 2023-CRNR Mortgage Trust                                    | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1691832.92   | 0.04%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29543.08     | 0.00%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64977.56     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $220811.14    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193478.30    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60558.78     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $223445.00    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                     | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106500.64    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                              | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    113000 | PA      | $109628.11    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141603.61    | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112255.99    | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    536000 | PA      | $556718.01    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                      | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    645000 | PA      | $648838.40    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35886.12     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $74446.50     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                  | TEXAS Commercial Mortgage Trust 2025-TWR                                         | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2799000 | PA      | $2800748.26   | 0.07%             | 2042-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2840187.66   | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                    | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $95187.93     | 0.00%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2022-1                                                 | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1206337 | PA      | $1157380.80   | 0.03%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAC3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1065039 | PA      | $1054646.03   | 0.03%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    352617 | PA      | $347074.07    | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2020-4                                                 | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    585361 | PA      | $536435.00    | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments Inc                                                              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    935000 | PA      | $935963.44    | 0.02%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                              | Toyota Auto Receivables 2023-D Owner Trust                                       | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5415871 | PA      | $5474742.85   | 0.14%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    721000 | PA      | $733133.71    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1485929.63   | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    833000 | PA      | $861299.51    | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    621000 | PA      | $642744.94    | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    102000 | PA      | $107593.27    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     53250 | PA      | $55509.61     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                         | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     12952 | PA      | $13212.83     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XII Ltd                                                             | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   4938413 | PA      | $4940709.23   | 0.12%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $192073.32    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1314363.46   | 0.03%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                       | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    136000 | PA      | $130233.57    | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $7091125.00   | 0.18%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    233000 | PA      | $229842.92    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1564737.65   | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26891.88     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30941.04     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                              | UPG HI 2025-2 Issuer Trust                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1454631 | PA      | $1460761.86   | 0.04%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191640.46    | 0.00%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $243452.20    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  11334000 | PA      | $11287563.47  | 0.29%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2757934.25   | 0.07%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5506000 | PA      | $5457411.20   | 0.14%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                          | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $91398.49     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| UNITED AIRLINES INC                                              | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42971.70     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    277000 | PA      | $276741.84    | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                         | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148459.86    | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170144.37    | 0.00%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    182000 | PA      | $185769.27    | 0.00%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52800000 | PA      | $52528678.22  | 1.33%             | 2026-05-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20200000 | PA      | $20057432.24  | 0.51%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $68986093.40  | 1.74%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11453437.44  | 0.29%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $396203.12    | 0.01%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 221600000 | PA      | $209853469.30 | 5.30%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148100000 | PA      | $146440816.45 | 3.70%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39412500.00  | 1.00%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36010000 | PA      | $33819860.64  | 0.85%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116595000 | PA      | $114698508.87 | 2.90%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51100000 | PA      | $51295318.00  | 1.30%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75300000 | PA      | $75586493.16  | 1.91%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62785000 | PA      | $63994101.60  | 1.62%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $70413984.20  | 1.78%             | 2026-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $99930469.00  | 2.52%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15100195.35  | 0.38%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18870000 | PA      | $18770490.19  | 0.47%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75680000 | PA      | $75461237.88  | 1.91%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7706114.51   | 0.19%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    947000 | PA      | $951420.03    | 0.02%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    690000 | PA      | $712077.93    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    186000 | PA      | $193971.40    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $419895.84    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2202205 | PA      | $2206229.73   | 0.06%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1806982 | PA      | $1807155.77   | 0.05%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859000 | PA      | $860240.74    | 0.02%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653000 | PA      | $654108.27    | 0.02%             | 2033-12-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $333404.92    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $163092.52    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                       | VRTX Trust 2025-HQ                                                               | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2786000 | PA      | $2825453.66   | 0.07%             | 2042-08-05      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                 | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89375.00     | 0.00%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                      | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    105000 | PA      | $109715.55    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                         | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1643000 | PA      | $1630563.48   | 0.04%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207559.66    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209651.98    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    423000 | PA      | $435394.75    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    419000 | PA      | $428559.49    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1547256.11   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057296.00   | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   2725292 | PA      | $2739291.36   | 0.07%             | 2070-10-27      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   4931678 | PA      | $4994853.45   | 0.13%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AL3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1368396 | PA      | $1373213.03   | 0.03%             | 2070-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                          | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97355.01     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| VERTIV GROUP CORPORATION                                         | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    291000 | PA      | $286563.82    | 0.01%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1101320.39   | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   3648844 | PA      | $3664318.02   | 0.09%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAL5<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   1618750 | PA      | $1622584.50   | 0.04%             | 2071-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                              | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11405.66     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2465000 | PA      | $2464039.22   | 0.06%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |    512000 | PA      | $512119.00    | 0.01%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |   6173000 | PA      | $5990792.42   | 0.15%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   4747000 | PA      | $4750721.84   | 0.12%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   4515000 | PA      | $4563093.19   | 0.12%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    603000 | PA      | $592952.39    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |  12569000 | PA      | $12692959.12  | 0.32%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3208000 | PA      | $3246973.93   | 0.08%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3481000 | PA      | $3516738.07   | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    273000 | PA      | $291173.61    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                         | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     27000 | PA      | $27001.13     | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| VIPER ENERGY PARTNERS LL                                         | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   7415000 | PA      | $7508206.55   | 0.19%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $468498.06    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                         | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $200000.00    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78055.61     | 0.00%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7723000 | PA      | $7684144.12   | 0.19%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1208864.78   | 0.03%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160340.74   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3977299.83   | 0.10%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3830360.02   | 0.10%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4593554.94   | 0.12%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                       | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54012.88     | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                              | Volkswagen Auto Loan Enhanced Trust 2023-2                                       | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10190091 | PA      | $10315433.07  | 0.26%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    639000 | PA      | $647186.45    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    149000 | PA      | $158285.68    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    364000 | PA      | $364000.00    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    507000 | PA      | $517516.19    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204862.09    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140175.00    | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $414912.86    | 0.01%             | 2040-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    313000 | PA      | $329103.22    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    468000 | PA      | $480806.82    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                         | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $44028.18     | 0.00%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                         | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    317000 | PA      | $328326.09    | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2579000 | PA      | $2599009.95   | 0.07%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    638735 | PA      | $637614.87    | 0.02%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3255305.21   | 0.08%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $849712.32    | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2833016.81   | 0.07%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4083000 | PA      | $4164719.24   | 0.11%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4065043.25   | 0.10%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4804701.70   | 0.12%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10041000 | PA      | $10339320.92  | 0.26%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9620000 | PA      | $9611598.08   | 0.24%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6630000 | PA      | $6635571.39   | 0.17%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2017-SMP                                   | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17280000 | PA      | $16074694.08  | 0.41%             | 2034-12-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   5371507 | PA      | $5383603.10   | 0.14%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $705145.79    | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32992.70     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westways Funding Ltd                                             | WEST Trust 2025-ROSE                                                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2699000 | PA      | $2739344.11   | 0.07%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183158 | PA      | $1184241.18   | 0.03%             | 2027-07-15      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust 2025-P1                                    | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1916313.59   | 0.05%             | 2029-06-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192904.74    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 157598591 | NS      | $157677390.20 | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                         | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93268.31     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110623.02    | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151272.21    | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    769000 | PA      | $805546.73    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                               | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    159000 | PA      | $164160.07    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                   | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 141140000 | NS      | $141140000.00 | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $418251.02    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| WYNN LAS VEGAS LLC/CORP                                          | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85477.70     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150445.65    | 0.00%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $401880.27    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $396640.00    | 0.01%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199638.00    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    320000 | PA      | $336134.19    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    436110 | PA      | $425841.79    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | 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        |      2000 | PA      | $1828.10      | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                             | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   3965184 | PA      | $4700941.84   | 0.12%             | 2031-08-17      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | AutoFlorence 2 Srl                                                               | CUSIP: 000000000<br>LEI: 815600C91B7AF7C88210 | Long             | ABS-O            | CORP              | IT        |   1564672 | PA      | $1856133.80   | 0.05%             | 2044-12-24      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | AutoFlorence 2 Srl                                                               | CUSIP: 000000000<br>LEI: 815600C91B7AF7C88210 | Long             | ABS-O            | CORP              | IT        |    136151 | PA      | $161322.15    | 0.00%             | 2044-12-24      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                                           | Dutch Property Finance 2021-2 BV                                                 | CUSIP: 000000000<br>LEI: 724500HXDVQPC2FOAA29 | Long             | ABS-MBS          | CORP              | NL        |   2929950 | PA      | $3474974.18   | 0.09%             | 2059-04-28      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Tagus STC/Ulisses Finance                                        | TAGUS - Sociedade de Titularizacao de Creditos SA/Ulisses Finance No. 2          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |   3855947 | PA      | $4570234.06   | 0.12%             | 2038-09-23      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                | TAGUS - Sociedade de Titularizacao de Creditos SA/Viriato Finance No 1           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |    493149 | PA      | $582434.59    | 0.01%             | 2040-10-28      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                                           | Dutch Property Finance 2022-1 BV                                                 | CUSIP: 000000000<br>LEI: 724500CYSYRT8MQXXN91 | Long             | ABS-MBS          | CORP              | NL        |   5228516 | PA      | $6205626.10   | 0.16%             | 2059-10-28      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Vita Scientia                                                    | Vita Scientia 2022-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400JHBEHLCY2DZM20 | Long             | ABS-MBS          | CORP              | IE        |   9030939 | PA      | $10720758.62  | 0.27%             | 2033-02-27      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                        | Autonoria Spain 2022 FT                                                          | CUSIP: 000000000<br>LEI: 959800TU6P30TL2EN703 | Long             | ABS-O            | CORP              | ES        |    179438 | PA      | $215649.23    | 0.01%             | 2040-01-26      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                                           | Dutch Property Finance 2023-1 BV                                                 | CUSIP: 000000000<br>LEI: 72450018DWAQNJ1JEW75 | Long             | ABS-MBS          | CORP              | NL        |    247959 | PA      | $294915.08    | 0.01%             | 2064-04-28      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2023-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500Q9WQ341T63UP90 | Long             | ABS-MBS          | CORP              | NL        |   2098902 | PA      | $2507069.39   | 0.06%             | 2055-02-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |   3193000 | PA      | $4376259.94   | 0.11%             | 2028-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |    592000 | PA      | $813533.71    | 0.02%             | 2028-05-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| DELAMARE CARDS                                                   | Delamare Cards MTN Issuer PLC                                                    | CUSIP: 000000000<br>LEI: 635400IAJKM25WRCSE95 | Long             | ABS-O            | CORP              | GB        |   3610000 | PA      | $4942920.95   | 0.12%             | 2031-04-19      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | AutoFlorence 3 Srl                                                               | CUSIP: 000000000<br>LEI: 815600F88BB8BFD30863 | Long             | ABS-O            | CORP              | IT        |    162213 | PA      | $195283.86    | 0.00%             | 2046-12-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction                                   | Lanebrook Mortgage Transaction 2023-1 PLC                                        | CUSIP: 000000000<br>LEI: 2138005714CA9TQPDX90 | Long             | ABS-MBS          | CORP              | GB        |    680108 | PA      | $935973.85    | 0.02%             | 2060-08-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2023-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1306000 | PA      | $1798095.30   | 0.05%             | 2031-11-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Lanark Master Issuer plc                                         | Lanark Master Issuer PLC                                                         | CUSIP: 000000000<br>LEI: 213800KIOPB5OYXIVY33 | Long             | ABS-MBS          | CORP              | GB        |    886900 | PA      | $1214329.05   | 0.03%             | 2069-12-22      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2024-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400IODF9CE3RX8L03 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137811.90    | 0.00%             | 2055-08-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2024-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400IODF9CE3RX8L03 | Long             | ABS-MBS          | CORP              | GB        |    114000 | PA      | $157313.34    | 0.00%             | 2055-08-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                                           | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    213000 | PA      | $293868.11    | 0.01%             | 2055-07-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                                           | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    989000 | PA      | $1362672.77   | 0.03%             | 2055-07-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                                           | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    313000 | PA      | $431663.90    | 0.01%             | 2055-07-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan ABS 2024-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400N6ZVLRSMHBQG89 | Long             | ABS-O            | CORP              | IE        |     99500 | PA      | $118372.41    | 0.00%             | 2034-02-18      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan ABS 2024-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400N6ZVLRSMHBQG89 | Long             | ABS-O            | CORP              | IE        |     49750 | PA      | $59629.38     | 0.00%             | 2034-02-18      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-1BV                                                                 | CUSIP: 000000000<br>LEI: 7245006MK9ZZTYTYIQ03 | Long             | ABS-O            | CORP              | NL        |     65393 | PA      | $77909.81     | 0.00%             | 2032-02-18      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-1BV                                                                 | CUSIP: 000000000<br>LEI: 7245006MK9ZZTYTYIQ03 | Long             | ABS-O            | CORP              | NL        |     65393 | PA      | $77894.85     | 0.00%             | 2032-02-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                                  | Elstree Funding No 4 PLC                                                         | CUSIP: 000000000<br>LEI: 635400JAGLODYUGMIF69 | Long             | ABS-MBS          | CORP              | GB        |    683080 | PA      | $939210.52    | 0.02%             | 2055-10-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BL Consumer Issuance Platform II                                 | Compartment BL Consumer Credit 2024                                              | CUSIP: 000000000<br>LEI: 549300BCEKCIKD7MN312 | Long             | ABS-O            | CORP              | LU        |    817000 | PA      | $967885.36    | 0.02%             | 2041-09-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| BL Consumer Issuance Platform II                                 | Compartment BL Consumer Credit 2024                                              | CUSIP: 000000000<br>LEI: 549300BCEKCIKD7MN312 | Long             | ABS-O            | CORP              | LU        |    899000 | PA      | $1066259.04   | 0.03%             | 2041-09-25      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |   1006000 | PA      | $1387586.68   | 0.04%             | 2061-02-26      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |   1136207 | PA      | $1562515.41   | 0.04%             | 2061-02-26      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    106000 | PA      | $146497.32    | 0.00%             | 2061-02-26      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $139904.11    | 0.00%             | 2061-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $139765.36    | 0.00%             | 2061-02-26      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Marzio Finance                                                   | Marzio Finance Srl                                                               | CUSIP: 000000000<br>LEI: 8156009FC13322D4B035 | Long             | ABS-O            | CORP              | IT        |    759917 | PA      | $904989.02    | 0.02%             | 2049-05-28      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |    866846 | PA      | $1186845.84   | 0.03%             | 2050-06-28      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |    181000 | PA      | $247537.42    | 0.01%             | 2050-06-28      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    155000 | PA      | $213375.77    | 0.01%             | 2032-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    110000 | PA      | $152143.08    | 0.00%             | 2032-03-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    670120 | PA      | $922628.98    | 0.02%             | 2055-12-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    172000 | PA      | $236470.44    | 0.01%             | 2055-12-27      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    280000 | PA      | $385613.16    | 0.01%             | 2055-12-27      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $138456.39    | 0.00%             | 2034-03-28      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    904000 | PA      | $1245891.31   | 0.03%             | 2034-03-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $138782.74    | 0.00%             | 2034-03-28      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Trinity Square                                                   | Trinity Square 2021-1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354001L6FRKQUMWRQ12 | Long             | ABS-MBS          | CORP              | GB        |   1238110 | PA      | $1696992.71   | 0.04%             | 2059-07-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    168000 | PA      | $230541.00    | 0.01%             | 2066-05-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137321.07    | 0.00%             | 2066-05-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    530746 | PA      | $727335.67    | 0.02%             | 2066-05-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2024-1ST1 PLC                               | CUSIP: 000000000<br>LEI: 635400TPBBDP9FM5EY24 | Long             | ABS-MBS          | CORP              | GB        |    900143 | PA      | $1236137.05   | 0.03%             | 2064-08-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |   1095320 | PA      | $1299552.79   | 0.03%             | 2038-01-14      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    273830 | PA      | $324538.62    | 0.01%             | 2038-01-14      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                                      | Youni Italy 2024-1 Srl                                                           | CUSIP: 000000000<br>LEI: 8156008D82FF6A71F833 | Long             | ABS-O            | CORP              | IT        |    788423 | PA      | $938247.57    | 0.02%             | 2034-04-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                                      | Youni Italy 2024-1 Srl                                                           | CUSIP: 000000000<br>LEI: 8156008D82FF6A71F833 | Long             | ABS-O            | CORP              | IT        |     59765 | PA      | $71338.96     | 0.00%             | 2034-04-25      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                                        | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    235957 | PA      | $323175.45    | 0.01%             | 2031-01-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                                        | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    102000 | PA      | $139115.61    | 0.00%             | 2031-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                                        | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    337000 | PA      | $462535.91    | 0.01%             | 2031-01-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MOLOSSUS BTL                                                     | Molossus Btl 2024-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400TPGD2VZXFZMM69 | Long             | ABS-MBS          | CORP              | GB        |   1360167 | PA      | $1864568.26   | 0.05%             | 2061-04-18      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    161000 | PA      | $221822.74    | 0.01%             | 2056-04-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    165000 | PA      | $226448.82    | 0.01%             | 2056-04-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |   1209512 | PA      | $1660124.82   | 0.04%             | 2056-04-21      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    628000 | PA      | $864806.49    | 0.02%             | 2056-04-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction                                   | Lanebrook Mortgage Transaction 2024-1 PLC                                        | CUSIP: 000000000<br>LEI: 635400BMFIJ9ARSOLL61 | Long             | ABS-MBS          | CORP              | GB        |    673793 | PA      | $923359.82    | 0.02%             | 2061-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Auburn Securities PLC                                            | Auburn 15 PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |   1502311 | PA      | $2061310.69   | 0.05%             | 2045-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance                                        | Miltonia Mortgage Finance Srl                                                    | CUSIP: 000000000<br>LEI: 815600BC278905BA4594 | Long             | ABS-MBS          | CORP              | IT        |    273000 | PA      | $324319.79    | 0.01%             | 2062-04-28      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |    231611 | PA      | $317053.48    | 0.01%             | 2034-05-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Dilosk RMBS                                                      | Dilosk Rmbs NO 9 Dac                                                             | CUSIP: 000000000<br>LEI: 635400EER3OFDNYI7P30 | Long             | ABS-MBS          | CORP              | IE        |    653350 | PA      | $774836.18    | 0.02%             | 2063-01-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |   1504000 | PA      | $2063248.85   | 0.05%             | 2029-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |    106000 | PA      | $145486.07    | 0.00%             | 2029-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                 | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |    480000 | PA      | $671234.95    | 0.02%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $139741.60    | 0.00%             | 2061-09-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |    197800 | PA      | $272927.56    | 0.01%             | 2061-09-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |    902591 | PA      | $1238845.26   | 0.03%             | 2061-09-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $138036.72    | 0.00%             | 2061-09-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    955407 | PA      | $1311826.99   | 0.03%             | 2094-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $138538.36    | 0.00%             | 2094-03-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137881.14    | 0.00%             | 2094-03-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136878.27    | 0.00%             | 2049-06-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |    353000 | PA      | $483093.84    | 0.01%             | 2049-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |     69556 | PA      | $83106.17     | 0.00%             | 2036-12-29      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |     69556 | PA      | $83371.74     | 0.00%             | 2036-12-29      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                                      | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     51146 | PA      | $61055.80     | 0.00%             | 2042-02-24      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                       | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |     66327 | PA      | $79507.30     | 0.00%             | 2041-06-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    256000 | PA      | $353577.17    | 0.01%             | 2032-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    116000 | PA      | $159547.99    | 0.00%             | 2032-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    102000 | PA      | $140064.15    | 0.00%             | 2032-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Pony                                                             | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |     87064 | PA      | $103405.89    | 0.00%             | 2033-01-14      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |     46302 | PA      | $63750.44     | 0.00%             | 2033-04-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |     52784 | PA      | $72406.60     | 0.00%             | 2033-04-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                   | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |    253039 | PA      | $351549.53    | 0.01%             | 2057-03-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                   | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |    145870 | PA      | $203811.85    | 0.01%             | 2057-03-22      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |     77945 | PA      | $92470.54     | 0.00%             | 2043-02-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $137025.78    | 0.00%             | 2031-09-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |      3061 | PA      | $4189.15      | 0.00%             | 2031-09-16      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    266000 | PA      | $366028.21    | 0.01%             | 2031-08-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    202000 | PA      | $278709.24    | 0.01%             | 2031-08-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    611000 | PA      | $839326.88    | 0.02%             | 2031-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $137062.11    | 0.00%             | 2066-12-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $136839.40    | 0.00%             | 2066-12-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                           | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |     88986 | PA      | $105803.59    | 0.00%             | 2036-07-28      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |    332671 | PA      | $396509.13    | 0.01%             | 2034-10-18      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |     83168 | PA      | $99012.53     | 0.00%             | 2034-10-18      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                     | GAMMA Sociedade de Titularizacao de Creditos                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |    802132 | PA      | $954305.49    | 0.02%             | 2034-02-25      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl                                                    | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |    174670 | PA      | $208547.99    | 0.01%             | 2043-09-22      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                         | Auto ABS Spanish Loans 2024-1 FT                                                 | CUSIP: 000000000<br>LEI: 9598007LTXPL84RD7W58 | Long             | ABS-O            | CORP              | ES        |   1740340 | PA      | $2070352.07   | 0.05%             | 2038-09-28      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance 2024-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    306499 | PA      | $214241.59    | 0.01%             | 2030-09-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |   1160505 | PA      | $1377300.20   | 0.03%             | 2032-10-18      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |     86707 | PA      | $101760.60    | 0.00%             | 2032-10-18      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |     73377 | PA      | $87879.43     | 0.00%             | 2042-10-27      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |     73377 | PA      | $87561.70     | 0.00%             | 2042-10-27      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| FirstMac Mortgage Funding Trust                                  | FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    286633 | PA      | $200235.85    | 0.01%             | 2056-02-18      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $119018.34    | 0.00%             | 2038-05-14      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $118806.16    | 0.00%             | 2038-05-14      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                                | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     71578 | PA      | $84888.11     | 0.00%             | 2036-11-17      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                                | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    795169 | PA      | $943025.91    | 0.02%             | 2036-11-17      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |    117000 | PA      | $160260.29    | 0.00%             | 2031-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $136387.86    | 0.00%             | 2031-08-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     84102 | PA      | $100359.21    | 0.00%             | 2034-03-21      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     84102 | PA      | $100535.36    | 0.00%             | 2034-03-21      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     84102 | PA      | $100775.81    | 0.00%             | 2034-03-21      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    146000 | PA      | $200017.68    | 0.01%             | 2032-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |    127888 | PA      | $151921.44    | 0.00%             | 2038-07-20      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |    127888 | PA      | $152042.10    | 0.00%             | 2038-07-20      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137583.52    | 0.00%             | 2067-09-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $117903.64    | 0.00%             | 2057-12-27      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137955.71    | 0.00%             | 2067-09-22      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    541000 | PA      | $743700.57    | 0.02%             | 2067-09-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    589880 | PA      | $699422.01    | 0.02%             | 2057-12-27      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $118046.35    | 0.00%             | 2057-12-27      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |   1028647 | PA      | $1409519.56   | 0.04%             | 2067-09-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    331000 | PA      | $453783.61    | 0.01%             | 2056-10-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137999.23    | 0.00%             | 2056-10-21      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    656417 | PA      | $901028.75    | 0.02%             | 2056-10-21      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $138437.51    | 0.00%             | 2056-10-21      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137831.74    | 0.00%             | 2060-04-28      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |   1301799 | PA      | $1787002.48   | 0.05%             | 2060-04-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $138273.44    | 0.00%             | 2060-04-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $139122.91    | 0.00%             | 2060-04-28      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                    | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2402698.42   | 0.06%             | 2028-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Italian Stella Loans Srl                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     84929 | PA      | $101320.54    | 0.00%             | 2039-05-27      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    131816 | PA      | $180159.07    | 0.00%             | 2035-02-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |     84303 | PA      | $100450.23    | 0.00%             | 2039-11-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3200000 | PA      | $3204000.00   | 0.08%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137629.22    | 0.00%             | 2068-02-26      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    336000 | PA      | $461238.79    | 0.01%             | 2068-02-26      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137861.98    | 0.00%             | 2068-02-26      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137055.75    | 0.00%             | 2056-09-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137146.88    | 0.00%             | 2056-09-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    344000 | PA      | $471552.74    | 0.01%             | 2056-09-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    574535 | PA      | $787975.65    | 0.02%             | 2056-09-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Lanark Master Issuer plc                                         | Lanark Master Issuer PLC                                                         | CUSIP: 000000000<br>LEI: 213800KIOPB5OYXIVY33 | Long             | ABS-MBS          | CORP              | GB        |    758000 | PA      | $1036921.21   | 0.03%             | 2069-12-22      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |    104000 | PA      | $143371.62    | 0.00%             | 2057-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC                             | Finance Ireland Auto Receivables No 2 DAC                                        | CUSIP: 000000000<br>LEI: 635400CQQYNH7KEIXW17 | Long             | ABS-O            | CORP              | IE        |   2076995 | PA      | $2468206.47   | 0.06%             | 2034-11-14      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC                             | Finance Ireland Auto Receivables No 2 DAC                                        | CUSIP: 000000000<br>LEI: 635400CQQYNH7KEIXW17 | Long             | ABS-O            | CORP              | IE        |    157405 | PA      | $186465.66    | 0.00%             | 2034-11-14      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |   1907859 | PA      | $1329414.97   | 0.03%             | 2033-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $349104.74    | 0.01%             | 2033-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Liberty Funding Pty Limited                                      | Liberty Series 2025-1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    457894 | PA      | $319562.79    | 0.01%             | 2056-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |    693329 | PA      | $949748.55    | 0.02%             | 2035-02-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |    222070 | PA      | $303914.41    | 0.01%             | 2035-02-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                   | SAPPHIRE XXXII SERIES 2025-1 TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   4501996 | PA      | $3141674.58   | 0.08%             | 2066-06-14      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |    500000 | PA      | $592636.25    | 0.01%             | 2035-04-18      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |   2500000 | PA      | $2970189.64   | 0.08%             | 2035-04-18      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $118838.88    | 0.00%             | 2035-04-18      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    113000 | PA      | $154636.42    | 0.00%             | 2033-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1492000 | PA      | $2046280.45   | 0.05%             | 2033-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450072GIRER22FKI26 | Long             | ABS-MBS          | CORP              | NL        |   1082533 | PA      | $1284591.65   | 0.03%             | 2057-04-16      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    591531 | PA      | $810322.45    | 0.02%             | 2035-05-17      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    100000 | PA      | $118054.30    | 0.00%             | 2038-12-14      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    600000 | PA      | $708329.33    | 0.02%             | 2038-12-14      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                       | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |   1456258 | PA      | $1731804.26   | 0.04%             | 2042-03-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |   3168514 | PA      | $2213765.13   | 0.06%             | 2031-10-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $350198.01    | 0.01%             | 2031-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |    463438 | PA      | $636121.42    | 0.02%             | 2032-05-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |    102682 | PA      | $140807.82    | 0.00%             | 2032-05-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |   2080531 | PA      | $2865215.30   | 0.07%             | 2057-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $138803.11    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $120430.72    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                           | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $120960.79    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    125000 | PA      | $151709.46    | 0.00%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                                     | Carnival PLC                                                                     | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $205033.44    | 0.01%             | 2031-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                | Levi Strauss & Co                                                                | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119703.18    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                             | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $220380.46    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                             | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $141597.80    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                              | Silgan Holdings Inc                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $167703.88    | 0.00%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer PLC                                           | Pavillion Consumer 2025-1 PLC                                                    | CUSIP: 000000000<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |    208000 | PA      | $284512.14    | 0.01%             | 2036-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer PLC                                           | Pavillion Consumer 2025-1 PLC                                                    | CUSIP: 000000000<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |   4012000 | PA      | $5482256.55   | 0.14%             | 2036-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2026-1 PLC                                                  | CUSIP: 000000000<br>LEI: 213800RFTUPOIEPDEP07 | Long             | ABS-O            | CORP              | GB        |   2413000 | PA      | $3302790.18   | 0.08%             | 2073-01-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Sirius Logistics                                                 | Sirius Logistics 2026-1 UK DAC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |   3786000 | PA      | $5180574.35   | 0.13%             | 2035-11-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                     | Pierpont Btl 2026-1 PLC                                                          | CUSIP: 000000000<br>LEI: 213800UHT3RX1VL8CX54 | Long             | ABS-MBS          | CORP              | GB        |   5292000 | PA      | $7244207.20   | 0.18%             | 2062-12-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Westpac Securitisation Trust                                     | Series 2026-1 WST Trust                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |  11100000 | PA      | $7718743.45   | 0.19%             | 2057-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR FUT SEP26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       788 | NC      | $6648.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR FUT MAR27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       805 | NC      | $109455.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -96 | NC      | $147822.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -219 | NC      | $189548.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -24 | NC      | $55260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -3030 | NC      | $1111217.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      9156 | NC      | $-835421.46   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -524 | NC      | $518735.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | FED FUND 30DAY AUG26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       480 | NC      | $-74027.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  28571400 | OU      | $-2557370.96  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** iShares U.S. ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer