# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-006962
**Filing Date:** 2026-1
**Character Count:** 2151041
**Document Hash:** 20a40421d0a7dd2c4da1d316d47c8bb0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006962.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001410368-26-006962

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260228

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 26557083

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares ESG Aware USD Corporate Bond ETF (Series ID: S000058037)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000189865 | iShares ESG Aware USD Corporate Bond ETF | SUSC            |

## Nport-Ex

Schedule of Investments (unaudited)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond 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* |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Advertising — 0.0%** | **Advertising — 0.0%** | **Advertising — 0.0%** |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $10 | $10006 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 | &nbsp;&nbsp;&nbsp; 59 | 59601 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 | &nbsp;&nbsp;&nbsp; 172 | 174465 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 | &nbsp;&nbsp;&nbsp; 326 | 306348 |
| Omnicom Group Inc., 2.45%, 04/30/30 | &nbsp;&nbsp;&nbsp; 17 | 15741 |
|  |  | 566161 |
| **Aerospace & Defense — 0.9%** | **Aerospace & Defense — 0.9%** | **Aerospace & Defense — 0.9%** |
| &nbsp;&nbsp;&nbsp; GE Capital International Funding Co. Unlimited Co., <br> 4.42%, 11/15/35<br>| &nbsp;&nbsp;&nbsp; 600 | 592617 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/50 | &nbsp;&nbsp;&nbsp; 55 | 47943 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/38 | &nbsp;&nbsp;&nbsp; 120 | 131853 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 640 | 730002 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/10/39 | &nbsp;&nbsp;&nbsp; 82 | 97664 |
| Hexcel Corp., 4.20%, 02/15/27 | &nbsp;&nbsp;&nbsp; 770 | 765796 |
| Howmet Aerospace Inc., 5.95%, 02/01/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 164085 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 245 | 244316 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/31/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25183 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | &nbsp;&nbsp;&nbsp; 58 | 47490 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/34 | &nbsp;&nbsp;&nbsp; 767 | 781828 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/53 | &nbsp;&nbsp;&nbsp; 493 | 453267 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 | &nbsp;&nbsp;&nbsp; 41 | 41211 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 732 | 699132 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/01/50 | &nbsp;&nbsp;&nbsp; 82 | 79073 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 | &nbsp;&nbsp;&nbsp; 957 | 882636 |
| &nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 | &nbsp;&nbsp;&nbsp; 192 | 122231 |
| &nbsp;&nbsp;&nbsp; 3.03%, 03/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 54 | 35830 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 | &nbsp;&nbsp;&nbsp; 74 | 73115 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | &nbsp;&nbsp;&nbsp; 460 | 314622 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | &nbsp;&nbsp;&nbsp; 227 | 178845 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | &nbsp;&nbsp;&nbsp; 217 | 178469 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 | &nbsp;&nbsp;&nbsp; 850 | 853075 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | &nbsp;&nbsp;&nbsp; 254 | 214961 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | &nbsp;&nbsp;&nbsp; 65 | 55932 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | &nbsp;&nbsp;&nbsp; 26 | 24709 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | &nbsp;&nbsp;&nbsp; 849 | 775242 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 | &nbsp;&nbsp;&nbsp; 507 | 449686 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | &nbsp;&nbsp;&nbsp; 122 | 114760 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | &nbsp;&nbsp;&nbsp; 119 | 116516 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/01/35 | &nbsp;&nbsp;&nbsp; 265 | 280548 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; 310 | 329025 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | &nbsp;&nbsp;&nbsp; 5 | 5250 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 55 | 59468 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/36 | &nbsp;&nbsp;&nbsp; 270 | 296622 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 | &nbsp;&nbsp;&nbsp; 30 | 33118 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/38 | &nbsp;&nbsp;&nbsp; 335 | 371251 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 30 | 33632 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 560 | 625726 |
|  |  | 11326729 |
| **Agriculture — 0.6%** | **Agriculture — 0.6%** | **Agriculture — 0.6%** |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 373 | 233296 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 | &nbsp;&nbsp;&nbsp; 75 | 72479 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 | &nbsp;&nbsp;&nbsp; 95 | 74651 |
| &nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 | &nbsp;&nbsp;&nbsp; 158 | 134305 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Agriculture (continued)** | **Agriculture (continued)** | **Agriculture (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; $145 | $126417 |
| &nbsp;&nbsp;&nbsp; 4.54%, 03/26/42 | &nbsp;&nbsp;&nbsp; 69 | 63679 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/35 | &nbsp;&nbsp;&nbsp; 189 | 200906 |
| &nbsp;&nbsp;&nbsp; 5.94%, 10/01/32 | &nbsp;&nbsp;&nbsp; 366 | 401168 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 | &nbsp;&nbsp;&nbsp; 693 | 639443 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 | &nbsp;&nbsp;&nbsp; 2392 | 2382462 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/07/28 | &nbsp;&nbsp;&nbsp; 843 | 845068 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/17/29 | &nbsp;&nbsp;&nbsp; 515 | 515711 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 | &nbsp;&nbsp;&nbsp; 100 | 101166 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/17/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 802 | 794276 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/35 | &nbsp;&nbsp;&nbsp; 620 | 634456 |
|  |  | 7219483 |
| **Airlines — 0.0%** | **Airlines — 0.0%** | **Airlines — 0.0%** |
| Delta Air Lines Inc., 3.75%, 10/28/29 | &nbsp;&nbsp;&nbsp; 100 | 97767 |
| **Apparel — 0.1%** | **Apparel — 0.1%** | **Apparel — 0.1%** |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 | &nbsp;&nbsp;&nbsp; 59 | 56372 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/40 | &nbsp;&nbsp;&nbsp; 18 | 14680 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | &nbsp;&nbsp;&nbsp; 76 | 56978 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/50 | &nbsp;&nbsp;&nbsp; 233 | 169789 |
| Ralph Lauren Corp., 2.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 45 | 42803 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 | &nbsp;&nbsp;&nbsp; 460 | 459471 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 | &nbsp;&nbsp;&nbsp; 40 | 41102 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 | &nbsp;&nbsp;&nbsp; 345 | 353829 |
|  |  | 1195024 |
| **Auto Manufacturers — 1.1%** | **Auto Manufacturers — 1.1%** | **Auto Manufacturers — 1.1%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | &nbsp;&nbsp;&nbsp; 40 | 37823 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 317 | 313751 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/30 | &nbsp;&nbsp;&nbsp; 166 | 168131 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/13/29 | &nbsp;&nbsp;&nbsp; 90 | 92169 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34 | &nbsp;&nbsp;&nbsp; 197 | 198697 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/07/28 | &nbsp;&nbsp;&nbsp; 30 | 30793 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 2082 | 1861798 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | &nbsp;&nbsp;&nbsp; 190 | 117746 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/28 | &nbsp;&nbsp;&nbsp; 50 | 50432 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 125 | 128108 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | &nbsp;&nbsp;&nbsp; 299 | 293461 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/20/29 | &nbsp;&nbsp;&nbsp; 1001 | 1031257 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/20/34 | &nbsp;&nbsp;&nbsp; 1379 | 1434746 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | &nbsp;&nbsp;&nbsp; 245 | 255661 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 168 | 167955 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 | &nbsp;&nbsp;&nbsp; 120 | 105537 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/43 | &nbsp;&nbsp;&nbsp; 45 | 36232 |
| &nbsp;&nbsp;&nbsp; 5.29%, 12/08/46 | &nbsp;&nbsp;&nbsp; 45 | 37956 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/01/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 500652 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/10/29 | &nbsp;&nbsp;&nbsp; 35 | 32737 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 | &nbsp;&nbsp;&nbsp; 470 | 429315 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 | &nbsp;&nbsp;&nbsp; 264 | 249014 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 | &nbsp;&nbsp;&nbsp; 497 | 496196 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/08/34 | &nbsp;&nbsp;&nbsp; 160 | 162716 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/07/35 | &nbsp;&nbsp;&nbsp; 30 | 31228 |
| &nbsp;&nbsp;&nbsp; 7.12%, 11/07/33 | &nbsp;&nbsp;&nbsp; 580 | 624662 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/10/30 | &nbsp;&nbsp;&nbsp; 25 | 26839 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $126 | $124713 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | &nbsp;&nbsp;&nbsp; 162 | 157265 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 | &nbsp;&nbsp;&nbsp; 241 | 219183 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 166 | 152570 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/32 | &nbsp;&nbsp;&nbsp; 90 | 94400 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49 | &nbsp;&nbsp;&nbsp; 235 | 230607 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | &nbsp;&nbsp;&nbsp; 301 | 309095 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | &nbsp;&nbsp;&nbsp; 304 | 332424 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 | &nbsp;&nbsp;&nbsp; 190 | 206046 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 | &nbsp;&nbsp;&nbsp; 140 | 125742 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 | &nbsp;&nbsp;&nbsp; 236 | 213595 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | &nbsp;&nbsp;&nbsp; 210 | 191306 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | &nbsp;&nbsp;&nbsp; 235 | 226211 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 | &nbsp;&nbsp;&nbsp; 258 | 257602 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 245 | 249529 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/17/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 154 | 159741 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/07/35 | &nbsp;&nbsp;&nbsp; 75 | 78430 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/04/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 110508 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 | &nbsp;&nbsp;&nbsp; 359 | 382009 |
| &nbsp;&nbsp;&nbsp; 6.15%, 07/15/35 | &nbsp;&nbsp;&nbsp; 110 | 116725 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/09/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 236 | 255493 |
| Honda Motor Co. Ltd., 2.97%, 03/10/32 | &nbsp;&nbsp;&nbsp; 360 | 330317 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, 8.50%, <br> 01/18/31<br>| &nbsp;&nbsp;&nbsp; 623 | 742223 |
| Toyota Motor Corp., 3.67%, 07/20/28 | &nbsp;&nbsp;&nbsp; 23 | 22954 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/12/31 | &nbsp;&nbsp;&nbsp; 35 | 30825 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/13/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 223129 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/13/32 | &nbsp;&nbsp;&nbsp; 35 | 31513 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 | &nbsp;&nbsp;&nbsp; 58 | 56497 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/08/29 | &nbsp;&nbsp;&nbsp; 75 | 74298 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/33 | &nbsp;&nbsp;&nbsp; 390 | 397634 |
|  |  | 15018196 |
| **Auto Parts & Equipment — 0.3%** | **Auto Parts & Equipment — 0.3%** | **Auto Parts & Equipment — 0.3%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 530 | 345153 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 507 | 472967 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 | &nbsp;&nbsp;&nbsp; 441 | 343942 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | &nbsp;&nbsp;&nbsp; 192 | 193288 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | &nbsp;&nbsp;&nbsp; 51 | 41592 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 128 | 118610 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/13/54 | &nbsp;&nbsp;&nbsp; 205 | 199795 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | &nbsp;&nbsp;&nbsp; 93 | 79170 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/34 | &nbsp;&nbsp;&nbsp; 355 | 367441 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 | &nbsp;&nbsp;&nbsp; 107 | 102766 |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | &nbsp;&nbsp;&nbsp; 237 | 161728 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 689 | 688517 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 284 | 259307 |
|  |  | 3374276 |
| **Banks — 20.0%** | **Banks — 20.0%** | **Banks — 20.0%** |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.03%, 03/13/35, (1-year CMT + 0.01)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 375 | 401284 |
| &nbsp;&nbsp;&nbsp; 6.14%, 09/14/28, (1-year CMT + 2.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 369 | 381552 |
| &nbsp;&nbsp;&nbsp; 7.88%, 11/15/34, (1-year CMT + 3.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 252102 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | &nbsp;&nbsp;&nbsp; 110 | 100442 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 2.96%, 03/25/31 | &nbsp;&nbsp;&nbsp; $504 | $469311 |
| &nbsp;&nbsp;&nbsp; 3.23%, 11/22/32, (1-year CMT + 1.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 247692 |
| &nbsp;&nbsp;&nbsp; 3.31%, 06/27/29 | &nbsp;&nbsp;&nbsp; 45 | 43778 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | &nbsp;&nbsp;&nbsp; 170 | 164064 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/28 | &nbsp;&nbsp;&nbsp; 250 | 247965 |
| &nbsp;&nbsp;&nbsp; 4.18%, 03/24/28, (1-year CMT + 2.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 395 | 394642 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | &nbsp;&nbsp;&nbsp; 505 | 505924 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/12/28 | &nbsp;&nbsp;&nbsp; 438 | 439828 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/06/30 | &nbsp;&nbsp;&nbsp; 200 | 201000 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35 | &nbsp;&nbsp;&nbsp; 200 | 201743 |
| &nbsp;&nbsp;&nbsp; 5.54%, 03/14/30, (1-year CMT + 1.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 482127 |
| &nbsp;&nbsp;&nbsp; 6.03%, 01/17/35 | &nbsp;&nbsp;&nbsp; 260 | 281034 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/14/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 444 | 480646 |
| &nbsp;&nbsp;&nbsp; 6.61%, 11/07/28 | &nbsp;&nbsp;&nbsp; 289 | 309074 |
| &nbsp;&nbsp;&nbsp; 6.92%, 08/08/33 | &nbsp;&nbsp;&nbsp; 631 | 704234 |
| &nbsp;&nbsp;&nbsp; 6.94%, 11/07/33 | &nbsp;&nbsp;&nbsp; 35 | 40336 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 07/23/31, (1-day SOFR + 1.53%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 201 | 181227 |
| &nbsp;&nbsp;&nbsp; 1.92%, 10/24/31, (1-day SOFR + 1.37%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 283 | 253628 |
| &nbsp;&nbsp;&nbsp; 2.09%, 06/14/29, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 219079 |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/21/32, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 403787 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/21/36, (5-year CMT + 1.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 579 | 509806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/31, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 310 | 289775 |
| &nbsp;&nbsp;&nbsp; 2.57%, 10/20/32, (1-day SOFR + 1.21%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 283 | 256871 |
| &nbsp;&nbsp;&nbsp; 2.59%, 04/29/31, (1-day SOFR + 2.15%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 116 | 108379 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/19/41, (1-day SOFR + 1.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 444 | 334029 |
| &nbsp;&nbsp;&nbsp; 2.69%, 04/22/32, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 747 | 688025 |
| &nbsp;&nbsp;&nbsp; 2.83%, 10/24/51, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 438 | 285259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/22/30, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 278 | 265235 |
| &nbsp;&nbsp;&nbsp; 2.97%, 02/04/33, (1-day SOFR + 1.33%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 535 | 492166 |
| &nbsp;&nbsp;&nbsp; 2.97%, 07/21/52, (1-day SOFR + 1.56%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 733 | 492822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 07/23/30, (3-mo. CME Term SOFR + <br> 1.44%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 272 | 263478 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 | &nbsp;&nbsp;&nbsp; 1788 | 1768792 |
| &nbsp;&nbsp;&nbsp; 3.31%, 04/22/42, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 320154 |
| &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; 870 | 859646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28, (3-mo. CME Term SOFR <br> +1.63%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 65 | 64492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 787 | 783027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 01/20/28, (3-mo. CME Term SOFR <br> +1.84%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 343 | 341969 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/08/37, (5-year CMT + 2.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 552 | 522063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/23/49, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 156 | 127057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/29, (3-mo. CME Term SOFR <br> +1.33%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 437 | 436118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/30, (3-mo. CME Term SOFR + <br> 1.47%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 88 | 87601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/40, (3-mo. CME Term SOFR + <br> 1.58%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 157 | 142094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 03/20/51, (3-mo. CME Term SOFR + <br> 3.41%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1230 | 1014081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 04/24/38, (3-mo. CME Term SOFR + <br> 2.08%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 752 | 711115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/23/29, (3-mo. CME Term SOFR <br> +1.57%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 502 | 504733 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/15/50, (3-mo. CME Term SOFR + <br> 1.78%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $653 | $560780 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/27/28, (1-day SOFR + 1.58%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 321190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 01/20/48, (3-mo. CME Term SOFR + <br> 2.25%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 637 | 566124 |
| &nbsp;&nbsp;&nbsp; 4.57%, 04/27/33, (1-day SOFR + 1.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 870 | 873821 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | &nbsp;&nbsp;&nbsp; 323 | 311514 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/28, (1-day SOFR + 2.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 243389 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | &nbsp;&nbsp;&nbsp; 636 | 626322 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/22/33, (1-day SOFR + 2.16%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1172 | 1205156 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/29, (1-day SOFR + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 487005 |
| &nbsp;&nbsp;&nbsp; 5.29%, 04/25/34, (1-day SOFR + 1.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1123 | 1169392 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/15/35, (1-day SOFR + 1.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 283361 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/23/35, (1-day SOFR + 1.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 426516 |
| &nbsp;&nbsp;&nbsp; 5.51%, 01/24/36, (1-day SOFR + 1.31%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 142316 |
| &nbsp;&nbsp;&nbsp; 5.52%, 10/25/35, (1-day SOFR + 1.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 330650 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/12/36, (1-day SOFR + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 304584 |
| &nbsp;&nbsp;&nbsp; 5.87%, 09/15/34, (1-day SOFR + 1.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 510 | 549759 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | &nbsp;&nbsp;&nbsp; 631 | 681196 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/36 | &nbsp;&nbsp;&nbsp; 258 | 282969 |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37 | &nbsp;&nbsp;&nbsp; 812 | 883498 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/10/28, (1-day SOFR + 1.99%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 473 | 491776 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | &nbsp;&nbsp;&nbsp; 487 | 598104 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | &nbsp;&nbsp;&nbsp; 685 | 685950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 2.65%, 03/11/32, (1-day SOFR + <br> 1.22%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 275 | 253591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 3.48%, 03/13/52, (1-day SOFR + <br> 1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 480 | 356277 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 3.09%, 01/10/37, (5-year CMT + 1.40%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 216 | 194383 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/32, (5-year USD Swap + 1.43%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 999 | 984646 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/22/31, (1-day SOFR Index + 1.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125193 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 227 | 232843 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | &nbsp;&nbsp;&nbsp; 105 | 110975 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | &nbsp;&nbsp;&nbsp; 218 | 216270 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | &nbsp;&nbsp;&nbsp; 311 | 302557 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | &nbsp;&nbsp;&nbsp; 986 | 978280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28, (3-mo. CME Term SOFR <br> +1.33%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 885 | 879420 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | &nbsp;&nbsp;&nbsp; 923 | 925579 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/09/28, (1-day SOFR + 0.68%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65453 |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/11/31, (1-day SOFR + 0.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 164714 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/32, (1-day SOFR + 1.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 129828 |
| &nbsp;&nbsp;&nbsp; 5.19%, 03/14/35, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 91 | 94296 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/20/35, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 187093 |
| &nbsp;&nbsp;&nbsp; 5.32%, 06/06/36, (1-day SOFR + 1.35%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 265926 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/21/39, (1-day SOFR + 1.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 73489 |
| &nbsp;&nbsp;&nbsp; 6.47%, 10/25/34, (1-day SOFR + 1.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 74 | 83034 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/02/27 | &nbsp;&nbsp;&nbsp; 313 | 306139 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | &nbsp;&nbsp;&nbsp; 1013 | 904842 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | &nbsp;&nbsp;&nbsp; 230 | 205875 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/11/27 | &nbsp;&nbsp;&nbsp; 744 | 735177 |
| &nbsp;&nbsp;&nbsp; 4.04%, 09/15/28, (1-day SOFR + 0.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149843 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/15/31, (1-day SOFR + 1.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149958 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/28, (1-day SOFR + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1505 | 1513139 |
| &nbsp;&nbsp;&nbsp; 4.59%, 05/04/37, (5-year CMT + 2.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 183 | 178748 |
| &nbsp;&nbsp;&nbsp; 4.74%, 11/10/32, (1-day SOFR + 1.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 86256 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | &nbsp;&nbsp;&nbsp; 1512 | 1550720 |
| &nbsp;&nbsp;&nbsp; 4.93%, 02/14/29, (1-day SOFR + 0.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 635 | 646633 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/14/31, (1-day SOFR + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $365 | $376478 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | &nbsp;&nbsp;&nbsp; 2514 | 2592320 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/07/26 | &nbsp;&nbsp;&nbsp; 455 | 461214 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27 | &nbsp;&nbsp;&nbsp; 1202 | 1228258 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29 | &nbsp;&nbsp;&nbsp; 1640 | 1713529 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 175 | 187189 |
| BankUnited Inc., 5.13%, 06/11/30 | &nbsp;&nbsp;&nbsp; 70 | 70238 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/24/31, (1-year CMT + 1.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 296243 |
| &nbsp;&nbsp;&nbsp; 2.67%, 03/10/32, (1-year CMT + 1.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 369 | 336774 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/24/32, (1-year CMT + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 800 | 727610 |
| &nbsp;&nbsp;&nbsp; 3.56%, 09/23/35, (5-year CMT + 2.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 377949 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/10/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 415 | 415804 |
| &nbsp;&nbsp;&nbsp; 4.48%, 11/11/29, (1-day SOFR + 1.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402353 |
| &nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 | &nbsp;&nbsp;&nbsp; 536 | 539221 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/47 | &nbsp;&nbsp;&nbsp; 200 | 185885 |
| &nbsp;&nbsp;&nbsp; 4.97%, 05/16/29, (3-mo. SOFR US + 2.16%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 467 | 474996 |
| &nbsp;&nbsp;&nbsp; 5.09%, 02/25/29, (1-day SOFR + 0.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 356723 |
| &nbsp;&nbsp;&nbsp; 5.09%, 06/20/30, (3-mo. SOFR US + 3.31%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 807 | 821129 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/17/45 | &nbsp;&nbsp;&nbsp; 370 | 358942 |
| &nbsp;&nbsp;&nbsp; 5.34%, 09/10/35, (1-day SOFR + 1.91%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 421 | 430399 |
| &nbsp;&nbsp;&nbsp; 5.37%, 02/25/31, (1-day SOFR + 1.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207026 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/09/28, (1-year CMT + 2.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 613 | 625492 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/12/30, (1-day SOFR + 1.74%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 289 | 300941 |
| &nbsp;&nbsp;&nbsp; 5.79%, 02/25/36, (1-day SOFR + 1.59%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 602080 |
| &nbsp;&nbsp;&nbsp; 5.86%, 08/11/46, (1-day SOFR + 1.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 393733 |
| &nbsp;&nbsp;&nbsp; 6.04%, 03/12/55, (1-day SOFR + 2.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 103 | 109610 |
| &nbsp;&nbsp;&nbsp; 6.22%, 05/09/34, (1-day SOFR + 2.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 216455 |
| &nbsp;&nbsp;&nbsp; 6.49%, 09/13/29, (1-day SOFR + 2.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15865 |
| &nbsp;&nbsp;&nbsp; 6.69%, 09/13/34, (1-day SOFR + 2.62%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 116756 |
| &nbsp;&nbsp;&nbsp; 7.12%, 06/27/34, (1-day SOFR + 3.57%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 545 | 612347 |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/02/28, (1-year CMT + 3.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 551 | 582953 |
| &nbsp;&nbsp;&nbsp; 7.44%, 11/02/33, (1-year CMT + 3.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 188 | 216557 |
| BPCE SA, 3.38%, 12/02/26 | &nbsp;&nbsp;&nbsp; 2462 | 2447104 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | &nbsp;&nbsp;&nbsp; 205 | 195880 |
| &nbsp;&nbsp;&nbsp; 4.58%, 09/08/31, (1-day SOFR Index + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1009206 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/30, (1-day SOFR + 1.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1015620 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/13/28, (1-day SOFR + 0.72%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50413 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/30/29, (1-day SOFR + 1.03%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 600 | 609454 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 | &nbsp;&nbsp;&nbsp; 325 | 332486 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/13/31, (1-day SOFR + 1.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51815 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | &nbsp;&nbsp;&nbsp; 190 | 197070 |
| &nbsp;&nbsp;&nbsp; 5.99%, 10/03/28 | &nbsp;&nbsp;&nbsp; 165 | 173608 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | &nbsp;&nbsp;&nbsp; 610 | 666898 |
| Capital One NA |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/06/30 | &nbsp;&nbsp;&nbsp; 309 | 291158 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/28 | &nbsp;&nbsp;&nbsp; 650 | 659995 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.56%, 05/01/32, (1-day SOFR + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 189 | 172140 |
| &nbsp;&nbsp;&nbsp; 2.57%, 06/03/31, (1-day SOFR + 2.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 456 | 423411 |
| &nbsp;&nbsp;&nbsp; 2.67%, 01/29/31, (1-day SOFR + 1.15%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 46844 |
| &nbsp;&nbsp;&nbsp; 2.98%, 11/05/30, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 383 | 365514 |
| &nbsp;&nbsp;&nbsp; 3.06%, 01/25/33, (1-day SOFR + 1.35%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 414 | 380903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/28, (3-mo. CME Term SOFR <br> +1.41%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 329 | 325452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/28, (3-mo. CME Term SOFR <br> +1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 503 | 499603 |
| &nbsp;&nbsp;&nbsp; 3.79%, 03/17/33, (1-day SOFR + 1.94%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 823 | 787631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/24/39, (3-mo. CME Term SOFR + <br> 1.43%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 171 | 152475 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/28, (3-mo. CME Term SOFR <br> +1.83%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $451 | $449814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/30, (3-mo. CME Term SOFR + <br> 1.60%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 222 | 220378 |
| &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; 348 | 347745 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/25/28 | &nbsp;&nbsp;&nbsp; 227 | 227050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 04/24/48, (3-mo. CME Term SOFR + <br> 2.10%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 473 | 403442 |
| &nbsp;&nbsp;&nbsp; 4.41%, 03/31/31, (1-day SOFR + 3.91%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 721 | 722379 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 | &nbsp;&nbsp;&nbsp; 771 | 774716 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | &nbsp;&nbsp;&nbsp; 541 | 493355 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | &nbsp;&nbsp;&nbsp; 660 | 593424 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | &nbsp;&nbsp;&nbsp; 240 | 214027 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/24/33, (1-day SOFR + 2.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 264 | 268858 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | &nbsp;&nbsp;&nbsp; 145 | 141226 |
| &nbsp;&nbsp;&nbsp; 5.32%, 03/26/41, (1-day SOFR + 4.55%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 253300 |
| &nbsp;&nbsp;&nbsp; 5.33%, 03/27/36, (1-day SOFR + 1.47%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 113585 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/19/39, (5-year CMT + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207115 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/11/35, (1-day SOFR + 1.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 333923 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/04/56, (1-day SOFR + 1.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 127321 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/13/35, (1-day SOFR + 2.06%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 417995 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/22/33 | &nbsp;&nbsp;&nbsp; 271 | 290595 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42 | &nbsp;&nbsp;&nbsp; 510 | 542008 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/31/33 | &nbsp;&nbsp;&nbsp; 349 | 377522 |
| &nbsp;&nbsp;&nbsp; 6.02%, 01/24/36, (1-day SOFR + 1.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 545 | 574625 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/25/36 | &nbsp;&nbsp;&nbsp; 289 | 310006 |
| &nbsp;&nbsp;&nbsp; 6.17%, 05/25/34, (1-day SOFR + 2.66%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 609462 |
| &nbsp;&nbsp;&nbsp; 6.27%, 11/17/33, (1-day SOFR + 2.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 457 | 500743 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 | &nbsp;&nbsp;&nbsp; 699 | 738497 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/32 | &nbsp;&nbsp;&nbsp; 339 | 377315 |
| &nbsp;&nbsp;&nbsp; 6.68%, 09/13/43 | &nbsp;&nbsp;&nbsp; 166 | 187482 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | &nbsp;&nbsp;&nbsp; 693 | 896476 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/06/30 | &nbsp;&nbsp;&nbsp; 127 | 117486 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 | &nbsp;&nbsp;&nbsp; 202 | 192505 |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/21/37, (5-year CMT + 2.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 62 | 63105 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/25/35, (1-day SOFR + 2.33%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 26 | 28633 |
| Comerica Inc., 4.00%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 437 | 432737 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/41 | &nbsp;&nbsp;&nbsp; 210 | 212871 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/04/45 | &nbsp;&nbsp;&nbsp; 45 | 43170 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | &nbsp;&nbsp;&nbsp; 241 | 246875 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/07/28, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 785 | 770137 |
| &nbsp;&nbsp;&nbsp; 3.04%, 05/28/32, (1-day SOFR + 1.72%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 522 | 480620 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/18/31, (1-day SOFR + 3.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 818 | 779434 |
| &nbsp;&nbsp;&nbsp; 3.73%, 01/14/32, (1-day SOFR + 2.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 317530 |
| &nbsp;&nbsp;&nbsp; 3.74%, 01/07/33, (1-day SOFR + 2.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 267 | 249185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/32, (5-year USD ICE Swap + <br> 2.55%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 503 | 503700 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/04/31, (1-day SOFR + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 213013 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/11/30, (1-day SOFR + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152594 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/31, (1-day SOFR + 1.72%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154107 |
| &nbsp;&nbsp;&nbsp; 5.37%, 01/10/29, (1-day SOFR + 1.21%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153136 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/11/35, (1-day SOFR + 2.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 394284 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/08/31, (1-day SOFR + 5.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 66 | 68597 |
| &nbsp;&nbsp;&nbsp; 6.72%, 01/18/29, (1-day SOFR + 3.18%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 590 | 618332 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/20/29, (1-day SOFR + 2.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 142 | 151707 |
| &nbsp;&nbsp;&nbsp; 7.08%, 02/10/34, (1-day SOFR + 3.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 276 | 303354 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 04/25/33, (1-day SOFR + 1.66%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; $25 | $24479 |
| &nbsp;&nbsp;&nbsp; 4.77%, 07/28/30, (1-day SOFR Index + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45600 |
| &nbsp;&nbsp;&nbsp; 8.25%, 03/01/38 | &nbsp;&nbsp;&nbsp; 283 | 350523 |
| First Horizon Bank, 5.75%, 05/01/30 | &nbsp;&nbsp;&nbsp; 250 | 259155 |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | &nbsp;&nbsp;&nbsp; 462 | 493027 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.99%, 01/27/32, (1-day SOFR + 1.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 389 | 346489 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/21/32, (1-day SOFR + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 613 | 551062 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | &nbsp;&nbsp;&nbsp; 56 | 52635 |
| &nbsp;&nbsp;&nbsp; 2.62%, 04/22/32, (1-day SOFR + 1.28%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 474 | 433681 |
| &nbsp;&nbsp;&nbsp; 2.64%, 02/24/28, (1-day SOFR + 1.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 299532 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/21/32, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 254 | 229993 |
| &nbsp;&nbsp;&nbsp; 2.91%, 07/21/42, (1-day SOFR + 1.47%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 223 | 166170 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/24/33, (1-day SOFR + 1.41%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 599 | 554262 |
| &nbsp;&nbsp;&nbsp; 3.21%, 04/22/42, (1-day SOFR + 1.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 155857 |
| &nbsp;&nbsp;&nbsp; 3.44%, 02/24/43, (1-day SOFR + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 118734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 399 | 396413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/29, (3-mo. CME Term SOFR <br> +1.42%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 414 | 411137 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 | &nbsp;&nbsp;&nbsp; 946 | 944324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 10/31/38, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 714 | 648560 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/21/29, (1-day SOFR + 0.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 775601 |
| &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; 862 | 863712 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/31, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 775903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 04/23/39, (3-mo. CME Term SOFR + <br> 1.69%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 265 | 248763 |
| &nbsp;&nbsp;&nbsp; 4.48%, 08/23/28, (1-day SOFR + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 256662 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | &nbsp;&nbsp;&nbsp; 645 | 592833 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | &nbsp;&nbsp;&nbsp; 662 | 622390 |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/21/36, (1-day SOFR + 1.33%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 778346 |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/23/35, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 555 | 563517 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | &nbsp;&nbsp;&nbsp; 271 | 258028 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/28/31, (1-day SOFR + 1.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 305678 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/31, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 515 | 533666 |
| &nbsp;&nbsp;&nbsp; 5.33%, 07/23/35, (1-day SOFR + 1.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 710 | 737031 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/28/36, (1-day SOFR + 1.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 605 | 634479 |
| &nbsp;&nbsp;&nbsp; 5.73%, 01/28/56, (1-day SOFR + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 615 | 639485 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/25/35, (1-day SOFR + 1.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 225489 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/15/27 | &nbsp;&nbsp;&nbsp; 416 | 424803 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | &nbsp;&nbsp;&nbsp; 1067 | 1175867 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 845 | 933065 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | &nbsp;&nbsp;&nbsp; 330 | 363986 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/24/29, (1-day SOFR + 1.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 321 | 341211 |
| &nbsp;&nbsp;&nbsp; 6.56%, 10/24/34, (1-day SOFR + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 219311 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | &nbsp;&nbsp;&nbsp; 1108 | 1247335 |
| HSBC Bank USA N.A |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 | &nbsp;&nbsp;&nbsp; 280 | 294952 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/34 | &nbsp;&nbsp;&nbsp; 270 | 288284 |
| HSBC Bank USA NA, 7.00%, 01/15/39 | &nbsp;&nbsp;&nbsp; 270 | 318919 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.21%, 08/17/29, (1-day SOFR + 1.29%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 266 | 252637 |
| &nbsp;&nbsp;&nbsp; 2.36%, 08/18/31, (1-day SOFR + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 241902 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/24/32, (1-day SOFR + 1.19%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1232 | 1128695 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/04/31, (1-day SOFR + 2.39%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 666 | 623855 |
| &nbsp;&nbsp;&nbsp; 2.87%, 11/22/32, (1-day SOFR + 1.41%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 314033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 05/22/30, (3-mo. CME Term SOFR + <br> 1.87%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1126 | 1114453 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28, (3-mo. CME Term SOFR <br> +1.81%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $548 | $547143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 06/19/29, (3-mo. CME Term SOFR <br> +1.80%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1026 | 1035542 |
| &nbsp;&nbsp;&nbsp; 4.76%, 06/09/28, (1-day SOFR + 2.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 483969 |
| &nbsp;&nbsp;&nbsp; 4.76%, 03/29/33, (1-day SOFR + 2.53%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 271 | 270290 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/29, (1-day SOFR + 1.03%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202977 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/31/30 | &nbsp;&nbsp;&nbsp; 791 | 814054 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/03/31, (1-day SOFR + 1.29%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205530 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/31, (1-day SOFR + 1.57%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 242814 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/30, (1-day SOFR + 1.29%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 310323 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/11/33, (1-day SOFR + 2.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 291 | 303409 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/03/36, (1-day SOFR + 1.56%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 483046 |
| &nbsp;&nbsp;&nbsp; 5.72%, 03/04/35, (1-day SOFR + 1.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 339536 |
| &nbsp;&nbsp;&nbsp; 5.79%, 05/13/36, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 276152 |
| &nbsp;&nbsp;&nbsp; 5.87%, 11/18/35, (1-day SOFR + 1.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 272646 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 567 | 620123 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/09/34, (1-day SOFR + 2.39%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218800 |
| &nbsp;&nbsp;&nbsp; 6.33%, 03/09/44, (1-day SOFR + 2.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 55182 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/02/36 | &nbsp;&nbsp;&nbsp; 160 | 173646 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | &nbsp;&nbsp;&nbsp; 738 | 813519 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/20/34, (1-day SOFR + 2.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 631 | 685895 |
| &nbsp;&nbsp;&nbsp; 6.80%, 06/01/38 | &nbsp;&nbsp;&nbsp; 102 | 115575 |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/03/28, (1-day SOFR + 3.35%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 371 | 392647 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/13/34, (1-day SOFR + 3.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 274783 |
| &nbsp;&nbsp;&nbsp; 8.11%, 11/03/33, (1-day SOFR + 4.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 419 | 493442 |
| HSBC Holdings PLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.62%, 11/06/31, (1-day SOFR + 1.19%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201461 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/36, (1-day SOFR + 1.43%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201824 |
| &nbsp;&nbsp;&nbsp; 5.74%, 09/10/36, (1-day SOFR + 1.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 211620 |
| Huntington Bancshares Inc./Ohio |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 08/15/36, (5-year CMT + 1.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 142 | 122937 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | &nbsp;&nbsp;&nbsp; 843 | 785115 |
| &nbsp;&nbsp;&nbsp; 5.02%, 05/17/33, (1-day SOFR + 2.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 429692 |
| &nbsp;&nbsp;&nbsp; 5.71%, 02/02/35, (1-day SOFR Index + 1.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31552 |
| &nbsp;&nbsp;&nbsp; 6.21%, 08/21/29, (1-day SOFR + 2.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 36 | 37815 |
| Huntington National Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/28, (1-day SOFR Index + 1.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 573224 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 | &nbsp;&nbsp;&nbsp; 10 | 10497 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 04/01/32, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 748 | 690815 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | &nbsp;&nbsp;&nbsp; 957 | 955726 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/28/28, (1-day SOFR + 1.83%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 274614 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | &nbsp;&nbsp;&nbsp; 240 | 239520 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | &nbsp;&nbsp;&nbsp; 430 | 435829 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/25/29, (1-day SOFR + 1.01%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203050 |
| &nbsp;&nbsp;&nbsp; 5.07%, 03/25/31, (1-day SOFR Index + 1.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205559 |
| &nbsp;&nbsp;&nbsp; 5.34%, 03/19/30, (1-day SOFR + 1.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 93226 |
| &nbsp;&nbsp;&nbsp; 5.53%, 03/25/36, (1-day SOFR + 1.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 805 | 842554 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/19/35, (1-day SOFR + 1.77%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 984 | 1029925 |
| &nbsp;&nbsp;&nbsp; 6.11%, 09/11/34, (1-day SOFR + 2.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 459 | 499115 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/04/32, (1-day SOFR + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 200639 |
| &nbsp;&nbsp;&nbsp; 2.52%, 04/22/31, (1-day SOFR + 2.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 298816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 11/19/41, (3-mo. CME Term SOFR + <br> 1.51%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 160675 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/08/32, (1-day SOFR + 1.18%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 167361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.58%, 04/22/32, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 669 | 614549 |
| &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; 631 | 599652 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 05/13/31, (3-mo. CME Term SOFR <br> +2.52%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $256 | $241646 |
| &nbsp;&nbsp;&nbsp; 2.96%, 01/25/33, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 743 | 685220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/41, (3-mo. CME Term SOFR + <br> 2.46%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 773 | 615958 |
| &nbsp;&nbsp;&nbsp; 3.11%, 04/22/51, (1-day SOFR + 2.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 839 | 583062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 04/22/42, (3-mo. CME Term SOFR + <br> 1.46%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 264 | 207554 |
| &nbsp;&nbsp;&nbsp; 3.33%, 04/22/52, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1014 | 734121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/29, (3-mo. CME Term SOFR <br> +1.21%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 130 | 128617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28, (3-mo. CME Term SOFR <br> +1.64%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 577 | 573027 |
| &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; 741 | 730883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 02/01/28, (3-mo. CME Term SOFR <br> +1.60%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 175 | 174457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/24/38, (3-mo. CME Term SOFR + <br> 1.62%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 443 | 403122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/23/49, (3-mo. CME Term SOFR + <br> 1.48%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 409 | 332530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/15/48, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 710 | 583987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 04/23/29, (3-mo. CME Term SOFR <br> +1.38%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 339 | 338640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 07/24/48, (3-mo. CME Term SOFR + <br> 1.72%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 320 | 267107 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/26 | &nbsp;&nbsp;&nbsp; 1117 | 1118347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/23/29, (3-mo. CME Term SOFR <br> +1.52%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 374 | 375155 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | &nbsp;&nbsp;&nbsp; 911 | 917418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 02/22/48, (3-mo. CME Term SOFR + <br> 1.84%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 530 | 458727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/05/29, (3-mo. CME Term SOFR + <br> 1.59%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 617 | 623782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 03/24/31, (3-mo. CME Term SOFR + <br> 3.79%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 157 | 159052 |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/26/33, (1-day SOFR + 1.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 855 | 862594 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 417 | 400984 |
| &nbsp;&nbsp;&nbsp; 4.91%, 07/25/33, (1-day SOFR + 2.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1345 | 1381432 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/22/35, (1-day SOFR + 1.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 528 | 538024 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | &nbsp;&nbsp;&nbsp; 224 | 214935 |
| &nbsp;&nbsp;&nbsp; 5.29%, 07/22/35, (1-day SOFR + 1.46%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 605 | 630932 |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/23/35, (1-day SOFR + 1.62%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 520 | 544192 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34, (1-day SOFR + 1.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 554 | 581501 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | &nbsp;&nbsp;&nbsp; 576 | 592559 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/36, (1-day SOFR + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 227066 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | &nbsp;&nbsp;&nbsp; 441 | 466004 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/36, (1-day SOFR + 1.68%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 780 | 829127 |
| &nbsp;&nbsp;&nbsp; 5.58%, 07/23/36, (1-day SOFR + 1.64%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 266882 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 453 | 478093 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/33, (1-day SOFR + 2.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 504 | 538093 |
| &nbsp;&nbsp;&nbsp; 5.77%, 04/22/35, (1-day SOFR + 1.49%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 515 | 554272 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/23/34, (1-day SOFR + 1.81%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 293 | 324682 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | &nbsp;&nbsp;&nbsp; 913 | 1046226 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/29/27 | &nbsp;&nbsp;&nbsp; 458 | 483725 |
| &nbsp;&nbsp;&nbsp; 8.75%, 09/01/30 | &nbsp;&nbsp;&nbsp; 514 | 606072 |
| KeyBank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/13/29 | &nbsp;&nbsp;&nbsp; 45 | 44294 |
| &nbsp;&nbsp;&nbsp; 6.95%, 02/01/28 | &nbsp;&nbsp;&nbsp; 90 | 94799 |
| KeyBank NA/Cleveland OH, 4.90%, 08/08/32 | &nbsp;&nbsp;&nbsp; 124 | 123566 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/06/27 | &nbsp;&nbsp;&nbsp; $40 | $38997 |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | &nbsp;&nbsp;&nbsp; 618 | 583019 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/30/28 | &nbsp;&nbsp;&nbsp; 25 | 25003 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 11/07/28, (3-mo. SOFR US + 1.47%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 306843 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/11/27 | &nbsp;&nbsp;&nbsp; 200 | 199462 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/09/48 | &nbsp;&nbsp;&nbsp; 230 | 191672 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/28 | &nbsp;&nbsp;&nbsp; 311 | 313127 |
| &nbsp;&nbsp;&nbsp; 4.43%, 11/04/31, (1-year CMT + 0.82%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401191 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/16/28 | &nbsp;&nbsp;&nbsp; 325 | 328771 |
| &nbsp;&nbsp;&nbsp; 4.94%, 11/04/36, (1-year CMT + 0.97%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 399025 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/11/33, (1-year CMT + 2.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 229726 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/45 | &nbsp;&nbsp;&nbsp; 200 | 191323 |
| &nbsp;&nbsp;&nbsp; 5.59%, 11/26/35, (1-year CMT + 1.20%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 490 | 513928 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/05/35, (1-year CMT + 1.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 495 | 523891 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/05/30, (1-year CMT + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 288338 |
| &nbsp;&nbsp;&nbsp; 5.87%, 03/06/29, (1-year CMT + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 238677 |
| &nbsp;&nbsp;&nbsp; 6.07%, 06/13/36, (1-year CMT + 1.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 280233 |
| &nbsp;&nbsp;&nbsp; 7.95%, 11/15/33, (1-year CMT + 3.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 413 | 483017 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 07/17/30 | &nbsp;&nbsp;&nbsp; 135 | 122791 |
| &nbsp;&nbsp;&nbsp; 2.31%, 07/20/32, (1-year CMT + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 284 | 254156 |
| &nbsp;&nbsp;&nbsp; 2.49%, 10/13/32, (1-year CMT + 0.97%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44980 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/19/33, (1-year CMT + 1.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 222988 |
| &nbsp;&nbsp;&nbsp; 3.29%, 07/25/27 | &nbsp;&nbsp;&nbsp; 77 | 76288 |
| &nbsp;&nbsp;&nbsp; 3.68%, 02/22/27 | &nbsp;&nbsp;&nbsp; 15 | 14961 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | &nbsp;&nbsp;&nbsp; 307 | 304350 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | &nbsp;&nbsp;&nbsp; 426 | 376318 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 48 | 48057 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/11/28 | &nbsp;&nbsp;&nbsp; 1045 | 1048577 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 352 | 332319 |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 201732 |
| &nbsp;&nbsp;&nbsp; 4.32%, 04/19/33, (1-year CMT + 1.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39511 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/33, (1-year CMT + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 272 | 281182 |
| &nbsp;&nbsp;&nbsp; 5.41%, 04/19/34, (1-year CMT + 1.97%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57867 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/22/34, (1-year CMT + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 220849 |
| &nbsp;&nbsp;&nbsp; 5.47%, 09/13/33, (1-year CMT + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210557 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.17%, 05/22/32, (1-year CMT + 0.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 226851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 07/10/31, (3-mo. CME Term SOFR + <br> 1.77%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 182194 |
| &nbsp;&nbsp;&nbsp; 2.26%, 07/09/32, (1-year CMT + 0.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 525 | 467816 |
| &nbsp;&nbsp;&nbsp; 2.56%, 09/13/31 | &nbsp;&nbsp;&nbsp; 65 | 58274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 05/25/31, (3-mo. CME Term SOFR <br> +1.33%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 203 | 188631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 09/13/30, (3-mo. CME Term SOFR <br> +1.57%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 23787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/16/30, (3-mo. CME Term SOFR + <br> 1.39%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 102 | 98277 |
| &nbsp;&nbsp;&nbsp; 3.17%, 09/11/27 | &nbsp;&nbsp;&nbsp; 30 | 29615 |
| &nbsp;&nbsp;&nbsp; 3.26%, 05/22/30, (1-year CMT + 1.25%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9700 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/05/28 | &nbsp;&nbsp;&nbsp; 445 | 446182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/11/29, (3-mo. CME Term SOFR <br> +1.53%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 233 | 233781 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/08/31, (1-year CMT + 0.92%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 395 | 400924 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/08/36, (1-year CMT + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 414783 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/26/30, (1-year CMT + 1.12%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207294 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/10/30, (1-year CMT + 1.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207552 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/26/35, (1-year CMT + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210578 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/10/35, (1-year CMT + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 242319 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.67%, 05/27/29, (1-year CMT + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $265 | $274719 |
| &nbsp;&nbsp;&nbsp; 5.67%, 09/13/33, (1-year CMT + 2.40%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 365 | 388262 |
| &nbsp;&nbsp;&nbsp; 5.74%, 05/27/31, (1-year CMT + 1.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47522 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/27/34, (1-year CMT + 1.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 276949 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/06/34, (1-year CMT + 1.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 394508 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/06/29, (1-year CMT + 1.65%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 468490 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 1.79%, 02/13/32, (1-day SOFR + 1.03%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 696 | 613050 |
| &nbsp;&nbsp;&nbsp; 1.93%, 04/28/32, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 655 | 576672 |
| &nbsp;&nbsp;&nbsp; 2.24%, 07/21/32, (1-day SOFR + 1.18%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 752 | 670870 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/16/36, (1-day SOFR + 1.36%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1051 | 925913 |
| &nbsp;&nbsp;&nbsp; 2.51%, 10/20/32, (1-day SOFR + 1.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 355 | 319821 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/22/31, (1-day SOFR + 1.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 252 | 236864 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/25/52, (1-day SOFR + 1.43%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 369041 |
| &nbsp;&nbsp;&nbsp; 2.94%, 01/21/33, (1-day SOFR + 1.29%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 112 | 102789 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 923 | 914552 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/01/31, (1-day SOFR + 3.12%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 987 | 961396 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/20/27 | &nbsp;&nbsp;&nbsp; 870 | 867197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/29, (3-mo. CME Term SOFR <br> +1.40%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 980 | 973438 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | &nbsp;&nbsp;&nbsp; 703 | 702916 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 408 | 371207 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | &nbsp;&nbsp;&nbsp; 600 | 528327 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 | &nbsp;&nbsp;&nbsp; 843 | 741900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/30, (3-mo. CME Term SOFR + <br> 1.89%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1132 | 1140821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/22/39, (3-mo. CME Term SOFR + <br> 1.69%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 166 | 157183 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/20/33, (1-day SOFR + 2.08%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30719 |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/29, (1-day SOFR + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 352408 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/20/29, (1-day SOFR + 1.59%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 322472 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/31, (1-day SOFR + 1.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 600726 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/21/34, (1-day SOFR + 1.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 585 | 607352 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/20/37, (1-day SOFR + 2.62%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 301 | 308404 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/19/35, (1-day SOFR + 1.56%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 600 | 623436 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/21/34, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 535 | 561246 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/18/35, (1-day SOFR + 1.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 398079 |
| &nbsp;&nbsp;&nbsp; 5.52%, 11/19/55, (1-day SOFR + 1.71%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 545 | 551261 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/18/36, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 242867 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/24/51, (1-day SOFR + 4.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 382 | 389718 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/17/36, (1-day SOFR + 1.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 461868 |
| &nbsp;&nbsp;&nbsp; 5.83%, 04/19/35, (1-day SOFR + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 680 | 729528 |
| &nbsp;&nbsp;&nbsp; 5.94%, 02/07/39, (5-year CMT + 1.80%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 430 | 453544 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/19/38, (5-year CMT + 2.43%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 469 | 496001 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/18/28, (1-day SOFR + 2.24%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25980 |
| &nbsp;&nbsp;&nbsp; 6.34%, 10/18/33, (1-day SOFR + 2.56%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 419834 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | &nbsp;&nbsp;&nbsp; 826 | 933541 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/01/34, (1-day SOFR + 2.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 208031 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | &nbsp;&nbsp;&nbsp; 754 | 874707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.89%, 10/22/36, (1-day SOFR + <br> 1.31%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 305 | 306076 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/10/29 | &nbsp;&nbsp;&nbsp; 2566 | 2596471 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/28, (1-day SOFR + 0.80%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 277810 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/18/28 | &nbsp;&nbsp;&nbsp; 3947 | 4123797 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/28/35, (5-year CMT + 2.35%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 241 | 222318 |
| &nbsp;&nbsp;&nbsp; 3.07%, 05/22/28, (1-year CMT + 2.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 301 | 296622 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/08/30, (3-mo. SOFR US + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 499 | 501740 |
| &nbsp;&nbsp;&nbsp; 4.89%, 05/18/29, (3-mo. SOFR US + 2.01%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 619 | 629491 |
| &nbsp;&nbsp;&nbsp; 4.96%, 08/15/30, (1-year CMT + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204518 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.08%, 01/27/30, (3-mo. SOFR US + 2.17%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $970 | $993232 |
| &nbsp;&nbsp;&nbsp; 5.12%, 05/23/31, (1-year CMT + 1.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205816 |
| &nbsp;&nbsp;&nbsp; 5.52%, 09/30/28, (1-year CMT + 2.27%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 460 | 471370 |
| &nbsp;&nbsp;&nbsp; 5.78%, 03/01/35, (1-year CMT + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212778 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/13/29, (1-year CMT + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 281500 |
| &nbsp;&nbsp;&nbsp; 6.48%, 06/01/34, (5-year CMT + 2.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 596 | 626429 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | &nbsp;&nbsp;&nbsp; 1286 | 1254289 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 529 | 527214 |
| PNC Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/25/27 | &nbsp;&nbsp;&nbsp; 661 | 651507 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/26/28 | &nbsp;&nbsp;&nbsp; 189 | 189031 |
| &nbsp;&nbsp;&nbsp; 4.43%, 07/21/28, (1-day SOFR + 0.73%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251517 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | &nbsp;&nbsp;&nbsp; 181 | 170618 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | &nbsp;&nbsp;&nbsp; 577 | 570716 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | &nbsp;&nbsp;&nbsp; 334 | 329062 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/06/33, (1-day SOFR Index + 1.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 246 | 244589 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/21/32, (1-day SOFR + 1.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 137819 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/31, (1-day SOFR + 1.33%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 261301 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/34, (1-day SOFR + 1.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 446582 |
| &nbsp;&nbsp;&nbsp; 5.22%, 01/29/31, (1-day SOFR + 1.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 279813 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/21/36, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 145102 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/23/35, (1-day SOFR + 1.60%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 650 | 676907 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/29, (1-day SOFR + 1.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 394 | 408422 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/29/36, (1-day SOFR + 1.39%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 278413 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/22/35, (1-day SOFR + 1.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 428586 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/18/34, (1-day SOFR + 1.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 248222 |
| &nbsp;&nbsp;&nbsp; 6.04%, 10/28/33, (1-day SOFR Index + 2.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 503411 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/20/34, (1-day SOFR + 2.28%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 465865 |
| Regions Bank/Birmingham AL, 6.45%, 06/26/37 | &nbsp;&nbsp;&nbsp; 253 | 276278 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | &nbsp;&nbsp;&nbsp; 210 | 197772 |
| &nbsp;&nbsp;&nbsp; 7.38%, 12/10/37 | &nbsp;&nbsp;&nbsp; 122 | 141252 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/03/31 | &nbsp;&nbsp;&nbsp; 320 | 288504 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/04/32 | &nbsp;&nbsp;&nbsp; 155 | 151060 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/03/28, (1-day SOFR + 0.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299528 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 | &nbsp;&nbsp;&nbsp; 255 | 256600 |
| &nbsp;&nbsp;&nbsp; 4.31%, 11/03/31, (1-day SOFR + 0.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299786 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/06/31, (1-day SOFR + 1.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152354 |
| &nbsp;&nbsp;&nbsp; 4.72%, 03/27/28, (1-day SOFR Index + 0.81%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151348 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | &nbsp;&nbsp;&nbsp; 486 | 496112 |
| &nbsp;&nbsp;&nbsp; 4.97%, 08/02/30, (1-day SOFR + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30757 |
| &nbsp;&nbsp;&nbsp; 4.97%, 05/02/31, (1-day SOFR Index + 1.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 179605 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | &nbsp;&nbsp;&nbsp; 570 | 589413 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/02/33 | &nbsp;&nbsp;&nbsp; 500 | 516842 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/34 | &nbsp;&nbsp;&nbsp; 417 | 438045 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | &nbsp;&nbsp;&nbsp; 380 | 392266 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | &nbsp;&nbsp;&nbsp; 350 | 363659 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 01/06/28, (1-day SOFR + 1.25%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 860 | 842658 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 | &nbsp;&nbsp;&nbsp; 1132 | 1135273 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/06/30, (1-day SOFR + 1.94%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 76739 |
| &nbsp;&nbsp;&nbsp; 5.47%, 03/20/29, (1-day SOFR + 1.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 158177 |
| &nbsp;&nbsp;&nbsp; 5.74%, 03/20/31, (1-day SOFR + 1.88%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 336553 |
| &nbsp;&nbsp;&nbsp; 6.17%, 01/09/30, (1-day SOFR + 2.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 241 | 251724 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/31/35, (1-day SOFR + 2.14%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 499188 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/09/29, (1-day SOFR + 2.36%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 157 | 163634 |
| &nbsp;&nbsp;&nbsp; 6.57%, 06/12/29, (1-day SOFR + 2.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 37 | 38707 |
| &nbsp;&nbsp;&nbsp; 7.66%, 11/09/31, (1-day SOFR + 3.28%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 387213 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/11/28, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $464 | $455006 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/32, (1-day SOFR + 1.48%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 262 | 241132 |
| &nbsp;&nbsp;&nbsp; 3.82%, 11/03/28, (3-mo. SOFR US + 1.66%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 411743 |
| &nbsp;&nbsp;&nbsp; 4.32%, 09/22/29, (1-day SOFR Index + 1.70%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200251 |
| &nbsp;&nbsp;&nbsp; 4.86%, 09/11/30, (1-day SOFR Index + 1.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101442 |
| &nbsp;&nbsp;&nbsp; 5.14%, 09/22/36, (1-day SOFR Index + 1.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 419334 |
| &nbsp;&nbsp;&nbsp; 5.69%, 04/15/31, (1-day SOFR Index + 1.52%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 104674 |
| &nbsp;&nbsp;&nbsp; 6.53%, 01/10/29, (1-day SOFR + 2.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 177804 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.62%, 02/07/33, (1-day SOFR + 1.00%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/03/29, (3-mo. CME Term SOFR <br> +1.29%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 498 | 500613 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/24/28, (1-day SOFR + 0.95%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40329 |
| &nbsp;&nbsp;&nbsp; 4.68%, 10/22/32, (1-day SOFR + 1.05%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 112311 |
| &nbsp;&nbsp;&nbsp; 4.78%, 10/23/36, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125356 |
| &nbsp;&nbsp;&nbsp; 4.82%, 01/26/34, (1-day SOFR + 1.57%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101818 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 149535 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/28/36, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 494620 |
| &nbsp;&nbsp;&nbsp; 5.16%, 05/18/34, (1-day SOFR + 1.89%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46823 |
| &nbsp;&nbsp;&nbsp; 6.12%, 11/21/34, (1-day SOFR + 1.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 43535 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 01/12/31 | &nbsp;&nbsp;&nbsp; 745 | 655679 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | &nbsp;&nbsp;&nbsp; 420 | 396605 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | &nbsp;&nbsp;&nbsp; 900 | 821047 |
| &nbsp;&nbsp;&nbsp; 2.22%, 09/17/31 | &nbsp;&nbsp;&nbsp; 350 | 312016 |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/14/29 | &nbsp;&nbsp;&nbsp; 35 | 33415 |
| &nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 | &nbsp;&nbsp;&nbsp; 145 | 137804 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | &nbsp;&nbsp;&nbsp; 790 | 746460 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | &nbsp;&nbsp;&nbsp; 602 | 579215 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | &nbsp;&nbsp;&nbsp; 305 | 301687 |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | &nbsp;&nbsp;&nbsp; 205 | 203185 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/11/27 | &nbsp;&nbsp;&nbsp; 188 | 186913 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | &nbsp;&nbsp;&nbsp; 581 | 576377 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | &nbsp;&nbsp;&nbsp; 71 | 71041 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28 | &nbsp;&nbsp;&nbsp; 698 | 704219 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/15/30 | &nbsp;&nbsp;&nbsp; 200 | 208004 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/08/36, (1-day SOFR + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61927 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/09/29 | &nbsp;&nbsp;&nbsp; 135 | 140271 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/09/31 | &nbsp;&nbsp;&nbsp; 635 | 667453 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/32 | &nbsp;&nbsp;&nbsp; 200 | 210372 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | &nbsp;&nbsp;&nbsp; 1155 | 1224976 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/35 | &nbsp;&nbsp;&nbsp; 220 | 235093 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 575 | 616284 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/13/33 | &nbsp;&nbsp;&nbsp; 375 | 402496 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/13/28 | &nbsp;&nbsp;&nbsp; 200 | 208845 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/14/33 | &nbsp;&nbsp;&nbsp; 455 | 490174 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/13/30 | &nbsp;&nbsp;&nbsp; 325 | 347308 |
| Synchrony Bank, 5.63%, 08/23/27 | &nbsp;&nbsp;&nbsp; 1305 | 1331390 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 566 | 506839 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | &nbsp;&nbsp;&nbsp; 91 | 81512 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | &nbsp;&nbsp;&nbsp; 300 | 280558 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 | &nbsp;&nbsp;&nbsp; 347 | 347912 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/02/28 | &nbsp;&nbsp;&nbsp; 200 | 202625 |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/29 | &nbsp;&nbsp;&nbsp; 150 | 153745 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/35 | &nbsp;&nbsp;&nbsp; 100 | 101139 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | &nbsp;&nbsp;&nbsp; 321 | 329983 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/34, (5-year CMT + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 149 | 151380 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/10/28 | &nbsp;&nbsp;&nbsp; 255 | 260847 |
| &nbsp;&nbsp;&nbsp; 5.26%, 12/11/26 | &nbsp;&nbsp;&nbsp; 100 | 101306 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.52%, 07/17/28 | &nbsp;&nbsp;&nbsp; $320 | $331889 |
| Truist Bank, 2.25%, 03/11/30 | &nbsp;&nbsp;&nbsp; 60 | 55143 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.89%, 06/07/29, (1-day SOFR + 0.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 108864 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | &nbsp;&nbsp;&nbsp; 135 | 122606 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/29 | &nbsp;&nbsp;&nbsp; 220 | 217685 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/28/33, (1-day SOFR + 2.24%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 661 | 662482 |
| &nbsp;&nbsp;&nbsp; 5.12%, 01/26/34, (1-day SOFR + 1.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 137800 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/24/35, (1-day SOFR + 1.92%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 292 | 308630 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/08/34, (1-day SOFR + 2.36%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 330468 |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/28/33, (1-day SOFR + 2.30%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 21631 |
| &nbsp;&nbsp;&nbsp; 7.16%, 10/30/29, (1-day SOFR + 2.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 64943 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 | &nbsp;&nbsp;&nbsp; 130 | 115197 |
| &nbsp;&nbsp;&nbsp; 2.49%, 11/03/36, (5-year CMT + 0.95%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 206 | 179729 |
| &nbsp;&nbsp;&nbsp; 2.68%, 01/27/33, (1-day SOFR + 1.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 470 | 424476 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 | &nbsp;&nbsp;&nbsp; 145 | 139829 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 | &nbsp;&nbsp;&nbsp; 146 | 146190 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/22/28, (1-day SOFR + 1.66%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 413099 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/01/29, (1-day SOFR + 1.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 237846 |
| &nbsp;&nbsp;&nbsp; 4.84%, 02/01/34, (1-day SOFR + 1.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 319048 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/22/33, (1-day SOFR + 2.11%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 590 | 595219 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/12/36, (1-day SOFR + 1.41%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209184 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/23/35, (1-day SOFR + 1.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 90308 |
| &nbsp;&nbsp;&nbsp; 5.84%, 06/12/34, (1-day SOFR + 2.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 96596 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/21/33, (1-day SOFR + 2.09%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 428845 |
| UBS AG/London, 5.65%, 09/11/28 | &nbsp;&nbsp;&nbsp; 1060 | 1107717 |
| &nbsp;&nbsp;&nbsp; UBS AG/Stamford CT, 4.86%, 01/10/28, (1-day <br> SOFR + 0.72%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 252168 |
| Webster Financial Corp., 4.10%, 03/25/29 | &nbsp;&nbsp;&nbsp; 462 | 456440 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/11/31, (3-mo. CME Term SOFR + <br> 1.26%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 187337 |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/30/41, (1-day SOFR + 2.53%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 627 | 495114 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/02/33, (1-day SOFR + 1.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 317 | 297902 |
| &nbsp;&nbsp;&nbsp; 3.53%, 03/24/28, (1-day SOFR + 1.51%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 430 | 426844 |
| &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; 360 | 357296 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | &nbsp;&nbsp;&nbsp; 182 | 150425 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/22/27 | &nbsp;&nbsp;&nbsp; 679 | 681911 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | &nbsp;&nbsp;&nbsp; 225 | 191406 |
| &nbsp;&nbsp;&nbsp; 4.61%, 04/25/53, (1-day SOFR + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1193 | 1051402 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | &nbsp;&nbsp;&nbsp; 402 | 357730 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | &nbsp;&nbsp;&nbsp; 273 | 243626 |
| &nbsp;&nbsp;&nbsp; 4.81%, 07/25/28, (1-day SOFR + 1.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 620 | 626751 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/25/33, (1-day SOFR + 2.10%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 865 | 884487 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | &nbsp;&nbsp;&nbsp; 564 | 513890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/04/51, (3-mo. CME Term SOFR + <br> 4.50%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1373 | 1288006 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | &nbsp;&nbsp;&nbsp; 167 | 164386 |
| &nbsp;&nbsp;&nbsp; 5.39%, 04/24/34, (1-day SOFR + 2.02%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 151985 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/23/35, (1-day SOFR + 1.78%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 101 | 106263 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/25/34, (1-day SOFR + 1.99%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 301433 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | &nbsp;&nbsp;&nbsp; 482 | 485542 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/86 | &nbsp;&nbsp;&nbsp; 915 | 956811 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/23/34, (1-day SOFR + 2.06%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 318679 |
| &nbsp;&nbsp;&nbsp; Series B, 7.95%, 11/15/29 | &nbsp;&nbsp;&nbsp; 367 | 411669 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/16/30 | &nbsp;&nbsp;&nbsp; 136 | 129350 |
| &nbsp;&nbsp;&nbsp; 2.67%, 11/15/35, (5-year CMT + 1.75%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 467 | 422972 |
| &nbsp;&nbsp;&nbsp; 3.02%, 11/18/36, (5-year CMT + 1.53%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 676 | 611643 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/08/27 | &nbsp;&nbsp;&nbsp; $1278 | $1271233 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 483 | 478978 |
| &nbsp;&nbsp;&nbsp; 4.11%, 07/24/34, (5-year CMT + 2.00%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 308 | 303406 |
| &nbsp;&nbsp;&nbsp; 5.62%, 11/20/35, (1-year CMT + 1.20%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 635 | 659619 |
| Wintrust Financial Corp., 4.85%, 06/06/29 | &nbsp;&nbsp;&nbsp; 119 | 118506 |
|  |  | 261661013 |
| **Beverages — 2.8%** | **Beverages — 2.8%** | **Beverages — 2.8%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Companies LLC/Anheuser-Busch <br> InBev Worldwide Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; 1302 | 1302665 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 1980 | 1864092 |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/43 | &nbsp;&nbsp;&nbsp; 30 | 25537 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | &nbsp;&nbsp;&nbsp; 226 | 206564 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; 790 | 787869 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 197 | 184736 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 681 | 666975 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 | &nbsp;&nbsp;&nbsp; 186 | 178994 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | &nbsp;&nbsp;&nbsp; 502 | 439498 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 196538 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 217100 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 | &nbsp;&nbsp;&nbsp; 900 | 920618 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | &nbsp;&nbsp;&nbsp; 364 | 325657 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/23/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 319 | 331522 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | &nbsp;&nbsp;&nbsp; 484 | 469976 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34 | &nbsp;&nbsp;&nbsp; 80 | 83175 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | &nbsp;&nbsp;&nbsp; 449 | 470476 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | &nbsp;&nbsp;&nbsp; 794 | 807419 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | &nbsp;&nbsp;&nbsp; 389 | 405834 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/35 | &nbsp;&nbsp;&nbsp; 316 | 348394 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/15/39 | &nbsp;&nbsp;&nbsp; 185 | 238740 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | &nbsp;&nbsp;&nbsp; 376 | 488947 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | &nbsp;&nbsp;&nbsp; 19 | 17274 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | &nbsp;&nbsp;&nbsp; 64 | 56297 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 1192 | 1046979 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 517 | 468590 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/05/31 | &nbsp;&nbsp;&nbsp; 215 | 195439 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | &nbsp;&nbsp;&nbsp; 207 | 195090 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | &nbsp;&nbsp;&nbsp; 1782 | 1617533 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | &nbsp;&nbsp;&nbsp; 78 | 58799 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51 | &nbsp;&nbsp;&nbsp; 396 | 243049 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | &nbsp;&nbsp;&nbsp; 309 | 195866 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 | &nbsp;&nbsp;&nbsp; 443 | 267133 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 535 | 529273 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51 | &nbsp;&nbsp;&nbsp; 482 | 329241 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 408 | 400851 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | &nbsp;&nbsp;&nbsp; 388 | 332440 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/14/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 230 | 236324 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/34 | &nbsp;&nbsp;&nbsp; 120 | 125935 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 | &nbsp;&nbsp;&nbsp; 233 | 229895 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | &nbsp;&nbsp;&nbsp; 90 | 89623 |
| Coca-Cola Femsa SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/01/32 | &nbsp;&nbsp;&nbsp; 103 | 86752 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 | &nbsp;&nbsp;&nbsp; 45 | 42551 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/26/43 | &nbsp;&nbsp;&nbsp; 205 | 201819 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 | &nbsp;&nbsp;&nbsp; 10 | 9413 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 | &nbsp;&nbsp;&nbsp; 70 | 67518 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; $40 | $39605 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 | &nbsp;&nbsp;&nbsp; 142 | 105312 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 | &nbsp;&nbsp;&nbsp; 110 | 87541 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 | &nbsp;&nbsp;&nbsp; 166 | 139795 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 | &nbsp;&nbsp;&nbsp; 55 | 51611 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | &nbsp;&nbsp;&nbsp; 2097 | 1918212 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 | &nbsp;&nbsp;&nbsp; 1110 | 967926 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 | &nbsp;&nbsp;&nbsp; 1806 | 1700324 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/18/28 | &nbsp;&nbsp;&nbsp; 2655 | 2652730 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 | &nbsp;&nbsp;&nbsp; 455 | 466219 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/05/33 | &nbsp;&nbsp;&nbsp; 208 | 222499 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/30/36 | &nbsp;&nbsp;&nbsp; 20 | 21802 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/11/42 | &nbsp;&nbsp;&nbsp; 120 | 104606 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/30 | &nbsp;&nbsp;&nbsp; 220 | 228626 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/35 | &nbsp;&nbsp;&nbsp; 365 | 389115 |
| &nbsp;&nbsp;&nbsp; 7.45%, 04/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1615 | 1955200 |
| Fomento Economico Mexicano SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/16/50 | &nbsp;&nbsp;&nbsp; 165 | 122203 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/10/43 | &nbsp;&nbsp;&nbsp; 10 | 8852 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 10 | 9492 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 | &nbsp;&nbsp;&nbsp; 135 | 91192 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | &nbsp;&nbsp;&nbsp; 219 | 161295 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 | &nbsp;&nbsp;&nbsp; 288 | 277282 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | &nbsp;&nbsp;&nbsp; 171 | 141468 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | &nbsp;&nbsp;&nbsp; 156 | 132683 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 | &nbsp;&nbsp;&nbsp; 315 | 258700 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 | &nbsp;&nbsp;&nbsp; 425 | 428274 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50227 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/25/48 | &nbsp;&nbsp;&nbsp; 138 | 124275 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/35 | &nbsp;&nbsp;&nbsp; 50 | 50298 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 | &nbsp;&nbsp;&nbsp; 90 | 91820 |
| &nbsp;&nbsp;&nbsp; Series 10, 5.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25654 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | &nbsp;&nbsp;&nbsp; 628 | 514219 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | &nbsp;&nbsp;&nbsp; 418 | 389707 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 | &nbsp;&nbsp;&nbsp; 214 | 194173 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | &nbsp;&nbsp;&nbsp; 1233 | 1179488 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 73925 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | &nbsp;&nbsp;&nbsp; 140 | 94392 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 1642 | 1621833 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | &nbsp;&nbsp;&nbsp; 135 | 99671 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/19/40 | &nbsp;&nbsp;&nbsp; 88 | 75110 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | &nbsp;&nbsp;&nbsp; 265 | 204355 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | &nbsp;&nbsp;&nbsp; 90 | 69809 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/42 | &nbsp;&nbsp;&nbsp; 115 | 100578 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | &nbsp;&nbsp;&nbsp; 83 | 69275 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | &nbsp;&nbsp;&nbsp; 302 | 271514 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 | &nbsp;&nbsp;&nbsp; 100 | 102697 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/40 | &nbsp;&nbsp;&nbsp; 199 | 196260 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54 | &nbsp;&nbsp;&nbsp; 50 | 49537 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 134 | 141947 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 29 | 31725 |
|  |  | 36510063 |
| **Biotechnology — 1.5%** | **Biotechnology — 1.5%** | **Biotechnology — 1.5%** |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 | &nbsp;&nbsp;&nbsp; 640 | 626207 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/25/31 | &nbsp;&nbsp;&nbsp; 59 | 53556 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | &nbsp;&nbsp;&nbsp; $1080 | $1006422 |
| &nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 | &nbsp;&nbsp;&nbsp; 370 | 224751 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | &nbsp;&nbsp;&nbsp; 396 | 262948 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | &nbsp;&nbsp;&nbsp; 10 | 7989 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 | &nbsp;&nbsp;&nbsp; 807 | 795943 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | &nbsp;&nbsp;&nbsp; 300 | 218219 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 | &nbsp;&nbsp;&nbsp; 320 | 314290 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | &nbsp;&nbsp;&nbsp; 159 | 128342 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | &nbsp;&nbsp;&nbsp; 631 | 549606 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | &nbsp;&nbsp;&nbsp; 312 | 249819 |
| &nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | &nbsp;&nbsp;&nbsp; 389 | 338708 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | &nbsp;&nbsp;&nbsp; 900 | 788085 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 | &nbsp;&nbsp;&nbsp; 87 | 78362 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | &nbsp;&nbsp;&nbsp; 192 | 183864 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | &nbsp;&nbsp;&nbsp; 267 | 261749 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 | &nbsp;&nbsp;&nbsp; 1010 | 1053055 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/42 | &nbsp;&nbsp;&nbsp; 30 | 30823 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | &nbsp;&nbsp;&nbsp; 730 | 733410 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/40 | &nbsp;&nbsp;&nbsp; 134 | 140941 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | &nbsp;&nbsp;&nbsp; 569 | 570975 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | &nbsp;&nbsp;&nbsp; 165 | 184996 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/01/39 | &nbsp;&nbsp;&nbsp; 143 | 159426 |
| Baxalta Inc., 5.25%, 06/23/45 | &nbsp;&nbsp;&nbsp; 170 | 164654 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | &nbsp;&nbsp;&nbsp; 150 | 137961 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | &nbsp;&nbsp;&nbsp; 351 | 232320 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 156 | 104388 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62059 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 665 | 624019 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/35 | &nbsp;&nbsp;&nbsp; 70 | 74448 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 | &nbsp;&nbsp;&nbsp; 70 | 75118 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | &nbsp;&nbsp;&nbsp; 1071 | 1022782 |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1175 | 1052455 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 | &nbsp;&nbsp;&nbsp; 239 | 155122 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 | &nbsp;&nbsp;&nbsp; 1197 | 1184379 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 340 | 319969 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | &nbsp;&nbsp;&nbsp; 510 | 431110 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 379 | 341348 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | &nbsp;&nbsp;&nbsp; 615 | 613746 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | &nbsp;&nbsp;&nbsp; 643 | 593996 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | &nbsp;&nbsp;&nbsp; 300 | 309165 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | &nbsp;&nbsp;&nbsp; 506 | 474240 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 735 | 760559 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/33 | &nbsp;&nbsp;&nbsp; 855 | 902029 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; 155 | 156498 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | &nbsp;&nbsp;&nbsp; 130 | 131985 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | &nbsp;&nbsp;&nbsp; 342 | 358868 |
| Illumina Inc., 2.55%, 03/23/31 | &nbsp;&nbsp;&nbsp; 175 | 158432 |
| Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 | &nbsp;&nbsp;&nbsp; 241 | 151276 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | &nbsp;&nbsp;&nbsp; 100 | 78433 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | &nbsp;&nbsp;&nbsp; 167 | 112493 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 | &nbsp;&nbsp;&nbsp; 309 | 217246 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/02/34 | &nbsp;&nbsp;&nbsp; 35 | 35992 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | &nbsp;&nbsp;&nbsp; 120 | 119922 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/55 | &nbsp;&nbsp;&nbsp; 65 | 65610 |
|  |  | 20185108 |
| **Building Materials — 2.2%** | **Building Materials — 2.2%** | **Building Materials — 2.2%** |
| Amrize Finance U.S. LLC, 5.40%, 04/07/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 315 | 326594 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; $242 | $228420 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 31 | 30840 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 476 | 440822 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 | &nbsp;&nbsp;&nbsp; 320 | 301558 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 | &nbsp;&nbsp;&nbsp; 221 | 180393 |
| &nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 | &nbsp;&nbsp;&nbsp; 558 | 418467 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 | &nbsp;&nbsp;&nbsp; 618 | 667309 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 87717 |
| CRH America Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/09/31 | &nbsp;&nbsp;&nbsp; 250 | 250440 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 262682 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/21/34 | &nbsp;&nbsp;&nbsp; 2403 | 2504456 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/09/35 | &nbsp;&nbsp;&nbsp; 610 | 639760 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/09/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 170474 |
| CRH SMW Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/09/30 | &nbsp;&nbsp;&nbsp; 1335 | 1376648 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/21/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2795 | 2886932 |
| Fortune Brands Innovations Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 468 | 450776 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/32 | &nbsp;&nbsp;&nbsp; 1077 | 1033758 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/25/52 | &nbsp;&nbsp;&nbsp; 229 | 187411 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1247 | 1323258 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8786 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 690 | 756806 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 2455 | 2196737 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/16/31 | &nbsp;&nbsp;&nbsp; 1131 | 997613 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 | &nbsp;&nbsp;&nbsp; 30 | 30727 |
| Lennox International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/01/27 | &nbsp;&nbsp;&nbsp; 1167 | 1122817 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 570 | 590176 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | &nbsp;&nbsp;&nbsp; 253 | 173412 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 81 | 80444 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 | &nbsp;&nbsp;&nbsp; 75 | 74271 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | &nbsp;&nbsp;&nbsp; 150 | 126170 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | &nbsp;&nbsp;&nbsp; 50 | 51350 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/54 | &nbsp;&nbsp;&nbsp; 485 | 481670 |
| &nbsp;&nbsp;&nbsp; Series CB, 2.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 118 | 110073 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/51 | &nbsp;&nbsp;&nbsp; 60 | 40126 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 193 | 191079 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 90526 |
| Mohawk Industries Inc., 3.63%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4849 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 460 | 456691 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 | &nbsp;&nbsp;&nbsp; 167 | 137547 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | &nbsp;&nbsp;&nbsp; 124 | 102969 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/27 | &nbsp;&nbsp;&nbsp; 45 | 45918 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 142518 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 374494 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 293 | 336525 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 | &nbsp;&nbsp;&nbsp; 1323 | 1314096 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/13/34 | &nbsp;&nbsp;&nbsp; 610 | 630326 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/03/33 | &nbsp;&nbsp;&nbsp; 1225 | 1281478 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Trane Technologies Holdco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/21/28 | &nbsp;&nbsp;&nbsp; $2838 | $2825742 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | &nbsp;&nbsp;&nbsp; 152 | 130106 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/43 | &nbsp;&nbsp;&nbsp; 256 | 270818 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74908 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 112 | 98112 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | &nbsp;&nbsp;&nbsp; 39 | 34890 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 50 | 51417 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 | &nbsp;&nbsp;&nbsp; 50 | 52090 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 | &nbsp;&nbsp;&nbsp; 125 | 127522 |
|  |  | 29384514 |
| **Chemicals — 1.1%** | **Chemicals — 1.1%** | **Chemicals — 1.1%** |
| Albemarle Corp., 5.45%, 12/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 124351 |
| Cabot Corp., 4.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 65 | 64462 |
| CF Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | &nbsp;&nbsp;&nbsp; 110 | 99837 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 156 | 148567 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 | &nbsp;&nbsp;&nbsp; 197 | 130839 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 | &nbsp;&nbsp;&nbsp; 221 | 203877 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | &nbsp;&nbsp;&nbsp; 225 | 181791 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | &nbsp;&nbsp;&nbsp; 93 | 75824 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/30/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65933 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | &nbsp;&nbsp;&nbsp; 75 | 74823 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 | &nbsp;&nbsp;&nbsp; 172 | 138553 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 370 | 370141 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | &nbsp;&nbsp;&nbsp; 114 | 104511 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74723 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 | &nbsp;&nbsp;&nbsp; 260 | 233471 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 53542 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125672 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 102894 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 223 | 238530 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 68322 |
| &nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | &nbsp;&nbsp;&nbsp; 269 | 351279 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 11/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 282 | 285781 |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 | &nbsp;&nbsp;&nbsp; 308 | 314310 |
| &nbsp;&nbsp;&nbsp; 5.42%, 11/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 94 | 89609 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 25 | 25181 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 | &nbsp;&nbsp;&nbsp; 185 | 158346 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/42 | &nbsp;&nbsp;&nbsp; 154 | 137533 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 657 | 570977 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 | &nbsp;&nbsp;&nbsp; 30 | 26550 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 | &nbsp;&nbsp;&nbsp; 75 | 42131 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 166 | 104580 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 2222 | 2198792 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30300 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 | &nbsp;&nbsp;&nbsp; 1120 | 1151781 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 159274 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 | &nbsp;&nbsp;&nbsp; 29 | 26276 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 | &nbsp;&nbsp;&nbsp; 76 | 49782 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/18/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 64068 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 12114 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 | &nbsp;&nbsp;&nbsp; 254 | 207200 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 | &nbsp;&nbsp;&nbsp; 276 | 277318 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $118 | $105381 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | &nbsp;&nbsp;&nbsp; 205 | 172373 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | &nbsp;&nbsp;&nbsp; 215 | 189111 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 | &nbsp;&nbsp;&nbsp; 209 | 137345 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | &nbsp;&nbsp;&nbsp; 417 | 265165 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | &nbsp;&nbsp;&nbsp; 252 | 184906 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | &nbsp;&nbsp;&nbsp; 263 | 191550 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149690 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 441 | 448508 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 | &nbsp;&nbsp;&nbsp; 391 | 301025 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 139948 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 40956 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 372 | 385431 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | &nbsp;&nbsp;&nbsp; 60 | 58372 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 | &nbsp;&nbsp;&nbsp; 110 | 85378 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | &nbsp;&nbsp;&nbsp; 557 | 519839 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 98 | 97960 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | &nbsp;&nbsp;&nbsp; 72 | 66071 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 108 | 98800 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | &nbsp;&nbsp;&nbsp; 221 | 210583 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/21/34 | &nbsp;&nbsp;&nbsp; 190 | 197073 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | &nbsp;&nbsp;&nbsp; 67 | 68160 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 174 | 177321 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/36 | &nbsp;&nbsp;&nbsp; 93 | 98700 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/41 | &nbsp;&nbsp;&nbsp; 65 | 68772 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 72 | 68715 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 56 | 55842 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 150 | 150342 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/48 | &nbsp;&nbsp;&nbsp; 19 | 15890 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/29 | &nbsp;&nbsp;&nbsp; 51 | 51711 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | &nbsp;&nbsp;&nbsp; 62 | 59766 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 | &nbsp;&nbsp;&nbsp; 180 | 166281 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 62 | 59449 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 52155 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 85 | 84261 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | &nbsp;&nbsp;&nbsp; 86 | 65779 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/42 | &nbsp;&nbsp;&nbsp; 65 | 54292 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | &nbsp;&nbsp;&nbsp; 473 | 410443 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 | &nbsp;&nbsp;&nbsp; 162 | 141053 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 76870 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/61 | &nbsp;&nbsp;&nbsp; 130 | 78075 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/46 | &nbsp;&nbsp;&nbsp; 33 | 28458 |
|  |  | 15041645 |
| **Commercial Services — 1.4%** | **Commercial Services — 1.4%** | **Commercial Services — 1.4%** |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 3929 | 3479342 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 4558 | 4342143 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34 | &nbsp;&nbsp;&nbsp; 50 | 50101 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | &nbsp;&nbsp;&nbsp; 185 | 190089 |
| Block Financial LLC, 3.88%, 08/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 274 | 265327 |
| Cintas Corp. No. 2, 3.70%, 04/01/27 | &nbsp;&nbsp;&nbsp; 99 | 98705 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 | &nbsp;&nbsp;&nbsp; $105 | $106870 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 129 | 123896 |
| GXO Logistics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 | &nbsp;&nbsp;&nbsp; 597 | 534208 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 43062 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 | &nbsp;&nbsp;&nbsp; 185 | 117303 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 82 | 80798 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 109 | 75372 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 80 | 80473 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/08/32 | &nbsp;&nbsp;&nbsp; 170 | 168234 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | &nbsp;&nbsp;&nbsp; 204 | 184861 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | &nbsp;&nbsp;&nbsp; 32 | 30941 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | &nbsp;&nbsp;&nbsp; 132 | 122299 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | &nbsp;&nbsp;&nbsp; 170 | 162871 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 281 | 195530 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 71 | 65971 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 199 | 186233 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | &nbsp;&nbsp;&nbsp; 485 | 429276 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | &nbsp;&nbsp;&nbsp; 604 | 567563 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/41 | &nbsp;&nbsp;&nbsp; 181 | 135645 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 | &nbsp;&nbsp;&nbsp; 75 | 75795 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/09/34 | &nbsp;&nbsp;&nbsp; 75 | 77629 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 | &nbsp;&nbsp;&nbsp; 2354 | 2239561 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | &nbsp;&nbsp;&nbsp; 1842 | 1838748 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | &nbsp;&nbsp;&nbsp; 95 | 97072 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | &nbsp;&nbsp;&nbsp; 250 | 259867 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | &nbsp;&nbsp;&nbsp; 700 | 363770 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 65 | 61320 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | &nbsp;&nbsp;&nbsp; 408 | 292906 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | &nbsp;&nbsp;&nbsp; 85 | 65136 |
| &nbsp;&nbsp;&nbsp; Triton Container International Ltd./TAL International <br> Container Corp., 3.25%, 03/15/32<br>| &nbsp;&nbsp;&nbsp; 730 | 659403 |
|  |  | 17868320 |
| **Computers — 1.9%** | **Computers — 1.9%** | **Computers — 1.9%** |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | &nbsp;&nbsp;&nbsp; 327 | 199825 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | &nbsp;&nbsp;&nbsp; 1440 | 833847 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 | &nbsp;&nbsp;&nbsp; 321 | 206900 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | &nbsp;&nbsp;&nbsp; 360 | 229941 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | &nbsp;&nbsp;&nbsp; 497 | 318092 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | &nbsp;&nbsp;&nbsp; 209 | 126822 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 | &nbsp;&nbsp;&nbsp; 428 | 260842 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 291 | 200531 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/08/32 | &nbsp;&nbsp;&nbsp; 210 | 202186 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 | &nbsp;&nbsp;&nbsp; 223 | 177544 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | &nbsp;&nbsp;&nbsp; 170 | 137426 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | &nbsp;&nbsp;&nbsp; 82 | 66410 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | &nbsp;&nbsp;&nbsp; 256 | 219849 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 | &nbsp;&nbsp;&nbsp; 588 | 486913 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | &nbsp;&nbsp;&nbsp; 553 | 449478 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | &nbsp;&nbsp;&nbsp; 425 | 343492 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | &nbsp;&nbsp;&nbsp; 322 | 282345 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 | &nbsp;&nbsp;&nbsp; 225 | 204360 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/23/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 141 | 144021 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | &nbsp;&nbsp;&nbsp; 1055 | 989271 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| Dell Inc., 6.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; $235 | $255150 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | &nbsp;&nbsp;&nbsp; 35 | 36135 |
| &nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 | &nbsp;&nbsp;&nbsp; 227 | 276629 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 249 | 320487 |
| DXC Technology Co., 2.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 65 | 61085 |
| Gartner Inc., 5.60%, 11/20/35 | &nbsp;&nbsp;&nbsp; 500 | 506388 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/27 | &nbsp;&nbsp;&nbsp; 225 | 224857 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 | &nbsp;&nbsp;&nbsp; 225 | 225045 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 | &nbsp;&nbsp;&nbsp; 642 | 645162 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 | &nbsp;&nbsp;&nbsp; 365 | 363962 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | &nbsp;&nbsp;&nbsp; 910 | 916844 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | &nbsp;&nbsp;&nbsp; 519 | 525237 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; 605 | 602330 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 | &nbsp;&nbsp;&nbsp; 539 | 553801 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | &nbsp;&nbsp;&nbsp; 325 | 303843 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/35 | &nbsp;&nbsp;&nbsp; 530 | 573639 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 430 | 419707 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 78009 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 404750 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 496 | 508772 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 74489 |
| IBM International Capital Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/05/34 | &nbsp;&nbsp;&nbsp; 62 | 63161 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 | &nbsp;&nbsp;&nbsp; 240 | 228955 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 | &nbsp;&nbsp;&nbsp; 238 | 155558 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/27/27 | &nbsp;&nbsp;&nbsp; 849 | 843271 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1213 | 1192445 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | &nbsp;&nbsp;&nbsp; 180 | 153806 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | &nbsp;&nbsp;&nbsp; 179 | 161855 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | &nbsp;&nbsp;&nbsp; 575 | 475295 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 | &nbsp;&nbsp;&nbsp; 200 | 203069 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | &nbsp;&nbsp;&nbsp; 139 | 124879 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/06/33 | &nbsp;&nbsp;&nbsp; 275 | 281501 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 | &nbsp;&nbsp;&nbsp; 210 | 215716 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52 | &nbsp;&nbsp;&nbsp; 65 | 58684 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/10/32 | &nbsp;&nbsp;&nbsp; 195 | 201709 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 | &nbsp;&nbsp;&nbsp; 85 | 79194 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | &nbsp;&nbsp;&nbsp; 155 | 160485 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/30/39 | &nbsp;&nbsp;&nbsp; 186 | 195400 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55 | &nbsp;&nbsp;&nbsp; 175 | 176921 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32 | &nbsp;&nbsp;&nbsp; 313 | 340741 |
| &nbsp;&nbsp;&nbsp; 6.22%, 08/01/27 | &nbsp;&nbsp;&nbsp; 314 | 325692 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/28 | &nbsp;&nbsp;&nbsp; 157 | 164985 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/96 | &nbsp;&nbsp;&nbsp; 77 | 92661 |
| Kyndryl Holdings Inc., 3.15%, 10/15/31 | &nbsp;&nbsp;&nbsp; 25 | 22768 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | &nbsp;&nbsp;&nbsp; 215 | 193560 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 | &nbsp;&nbsp;&nbsp; 656 | 656275 |
| NetApp Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | &nbsp;&nbsp;&nbsp; 1680 | 1566680 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/32 | &nbsp;&nbsp;&nbsp; 450 | 470703 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | &nbsp;&nbsp;&nbsp; 455 | 478547 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 | &nbsp;&nbsp;&nbsp; 75 | 69526 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 | &nbsp;&nbsp;&nbsp; 1192 | 1133492 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/32 | &nbsp;&nbsp;&nbsp; 367 | 336189 |
|  |  | 24780139 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Cosmetics & Personal Care — 0.6%** | **Cosmetics & Personal Care — 0.6%** | **Cosmetics & Personal Care — 0.6%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | &nbsp;&nbsp;&nbsp; $632 | $508802 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 321 | 276422 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | &nbsp;&nbsp;&nbsp; 73 | 68408 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | &nbsp;&nbsp;&nbsp; 203 | 136569 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | &nbsp;&nbsp;&nbsp; 121 | 98442 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | &nbsp;&nbsp;&nbsp; 94 | 80063 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 64 | 69935 |
| Kenvue Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/22/32 | &nbsp;&nbsp;&nbsp; 75 | 76785 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 55737 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | &nbsp;&nbsp;&nbsp; 488 | 451625 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/25/27 | &nbsp;&nbsp;&nbsp; 90 | 89003 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 | &nbsp;&nbsp;&nbsp; 1291 | 1274723 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/25/30 | &nbsp;&nbsp;&nbsp; 55 | 53084 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/25/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 136310 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/25/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 21797 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 | &nbsp;&nbsp;&nbsp; 10 | 7787 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/03/32 | &nbsp;&nbsp;&nbsp; 75 | 74945 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/35 | &nbsp;&nbsp;&nbsp; 75 | 74793 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/35 | &nbsp;&nbsp;&nbsp; 225 | 230076 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/05/37 | &nbsp;&nbsp;&nbsp; 465 | 508696 |
| &nbsp;&nbsp;&nbsp; 5.80%, 08/15/34 | &nbsp;&nbsp;&nbsp; 159 | 175330 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 | &nbsp;&nbsp;&nbsp; 395 | 351376 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/12/31 | &nbsp;&nbsp;&nbsp; 860 | 760528 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 329022 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 | &nbsp;&nbsp;&nbsp; 405 | 402378 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/12/34 | &nbsp;&nbsp;&nbsp; 100 | 101300 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 481 | 501367 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/32 | &nbsp;&nbsp;&nbsp; 606 | 665472 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 2.63%, 08/12/51 | &nbsp;&nbsp;&nbsp; 319 | 200585 |
|  |  | 7781360 |
| **Distribution & Wholesale — 0.4%** | **Distribution & Wholesale — 0.4%** | **Distribution & Wholesale — 0.4%** |
| LKQ Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 1615 | 1670766 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1930 | 2064023 |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 314 | 253898 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 | &nbsp;&nbsp;&nbsp; 216 | 183940 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/34 | &nbsp;&nbsp;&nbsp; 1269 | 1267122 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | &nbsp;&nbsp;&nbsp; 348 | 318965 |
|  |  | 5758714 |
| **Diversified Financial Services — 3.3%** | **Diversified Financial Services — 3.3%** | **Diversified Financial Services — 3.3%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | &nbsp;&nbsp;&nbsp; 684 | 662281 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 1011 | 937437 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | &nbsp;&nbsp;&nbsp; 669 | 606732 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | &nbsp;&nbsp;&nbsp; 290 | 287751 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/29/41 | &nbsp;&nbsp;&nbsp; 347 | 285980 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 | &nbsp;&nbsp;&nbsp; 527 | 523831 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | &nbsp;&nbsp;&nbsp; 326 | 328385 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 | &nbsp;&nbsp;&nbsp; 77 | 76965 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/19/29 | &nbsp;&nbsp;&nbsp; 150 | 153701 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/19/34 | &nbsp;&nbsp;&nbsp; 419 | 430675 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 | &nbsp;&nbsp;&nbsp; 150 | 155439 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 | &nbsp;&nbsp;&nbsp; 150 | 161134 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/31/56, (5-year CMT + 2.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $40 | $41169 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/10/55, (5-year CMT + 2.72%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 546 | 572860 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 246 | 220956 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 139 | 130106 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/30 | &nbsp;&nbsp;&nbsp; 55 | 51104 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | &nbsp;&nbsp;&nbsp; 167 | 159536 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | &nbsp;&nbsp;&nbsp; 251 | 248713 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | &nbsp;&nbsp;&nbsp; 253 | 249517 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 | &nbsp;&nbsp;&nbsp; 228 | 229179 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.85%, 01/03/30, (1-day SOFR + 2.82%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 100426 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 | &nbsp;&nbsp;&nbsp; 812 | 925009 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/42 | &nbsp;&nbsp;&nbsp; 270 | 234208 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/20/29, (1-day SOFR + 0.81%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 455 | 458720 |
| &nbsp;&nbsp;&nbsp; 4.42%, 08/03/33, (1-day SOFR + 1.76%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 202 | 201386 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/36, (1-day SOFR + 1.24%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 224143 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/20/33, (1-day SOFR + 1.22%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 256101 |
| &nbsp;&nbsp;&nbsp; 4.99%, 05/26/33, (1-day SOFR + 2.26%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46032 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/31, (1-day SOFR + 1.44%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 438859 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/34, (1-day SOFR + 1.84%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 159925 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/26/35, (1-day SOFR + 1.42%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 601592 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/30/36, (1-day SOFR Index + 1.32%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 235135 |
| &nbsp;&nbsp;&nbsp; 5.53%, 04/25/30, (1-day SOFR Index + 1.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 120285 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/28/34, (1-day SOFR + 1.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 367 | 385572 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/25/36, (1-day SOFR + 1.79%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 355800 |
| &nbsp;&nbsp;&nbsp; 5.92%, 04/25/35, (1-day SOFR + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 460 | 493256 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/30/31, (1-day SOFR + 1.94%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 268662 |
| American Express Credit Corp., 3.30%, 05/03/27 | &nbsp;&nbsp;&nbsp; 785 | 779783 |
| Brookfield Capital Finance LLC, 6.09%, 06/14/33 | &nbsp;&nbsp;&nbsp; 552 | 592426 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance I U.K. PLC/Brookfield <br> Finance Inc., 2.34%, 01/30/32<br>| &nbsp;&nbsp;&nbsp; 539 | 472366 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | &nbsp;&nbsp;&nbsp; 223 | 156258 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | &nbsp;&nbsp;&nbsp; 130 | 92600 |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | &nbsp;&nbsp;&nbsp; 391 | 389654 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 | &nbsp;&nbsp;&nbsp; 39 | 39163 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | &nbsp;&nbsp;&nbsp; 234 | 202330 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 | &nbsp;&nbsp;&nbsp; 172 | 175078 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/36 | &nbsp;&nbsp;&nbsp; 35 | 35263 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 466 | 483123 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 | &nbsp;&nbsp;&nbsp; 125 | 127457 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 456694 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance LLC/Brookfield Finance Inc., <br> 3.45%, 04/15/50<br>| &nbsp;&nbsp;&nbsp; 284 | 197306 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 07/29/32, (1-day SOFR + 1.34%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 442 | 386067 |
| &nbsp;&nbsp;&nbsp; 2.62%, 11/02/32, (1-day SOFR + 1.27%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 156646 |
| &nbsp;&nbsp;&nbsp; 3.27%, 03/01/30, (1-day SOFR + 1.79%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38821 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 | &nbsp;&nbsp;&nbsp; 485 | 482306 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 | &nbsp;&nbsp;&nbsp; 694 | 693563 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/10/28, (1-day SOFR + 2.06%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 237518 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/11/36, (1-day SOFR + 1.63%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199688 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/26/30, (1-day SOFR + 2.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206088 |
| &nbsp;&nbsp;&nbsp; 5.27%, 05/10/33, (1-day SOFR + 2.37%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 425614 |
| &nbsp;&nbsp;&nbsp; 5.82%, 02/01/34, (1-day SOFR + 2.60%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 173643 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/26/35, (1-day SOFR +1.99%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 195415 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/30/36, (1-day SOFR + 2.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 115416 |
| &nbsp;&nbsp;&nbsp; 6.31%, 06/08/29, (1-day SOFR + 2.64%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 152204 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/08/34, (1-day SOFR + 2.86%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 326241 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | &nbsp;&nbsp;&nbsp; $414 | $458769 |
| &nbsp;&nbsp;&nbsp; 7.62%, 10/30/31, (1-day SOFR + 3.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 62224 |
| &nbsp;&nbsp;&nbsp; 7.96%, 11/02/34, (1-day SOFR Index + 3.37%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 660 | 781289 |
| Cboe Global Markets Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 50 | 44341 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/16/32 | &nbsp;&nbsp;&nbsp; 562 | 520969 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/12/27 | &nbsp;&nbsp;&nbsp; 132 | 131513 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 | &nbsp;&nbsp;&nbsp; 215 | 188495 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | &nbsp;&nbsp;&nbsp; 125 | 120051 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | &nbsp;&nbsp;&nbsp; 155 | 140695 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | &nbsp;&nbsp;&nbsp; 425 | 390653 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | &nbsp;&nbsp;&nbsp; 89 | 87776 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | &nbsp;&nbsp;&nbsp; 5 | 4872 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 50 | 50155 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | &nbsp;&nbsp;&nbsp; 105 | 107516 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/19/34, (1-day SOFR + 2.50%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 53711 |
| &nbsp;&nbsp;&nbsp; 6.14%, 08/24/34, (1-day SOFR + 2.01%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 251318 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | &nbsp;&nbsp;&nbsp; 20 | 18303 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 99 | 99065 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | &nbsp;&nbsp;&nbsp; 45 | 45720 |
| Credit Suisse USA LLC, 7.13%, 07/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 645 | 741682 |
| Eaton Vance Corp., 3.50%, 04/06/27 | &nbsp;&nbsp;&nbsp; 175 | 173977 |
| Franklin Resources Inc., 2.95%, 08/12/51 | &nbsp;&nbsp;&nbsp; 35 | 22412 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 124064 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | &nbsp;&nbsp;&nbsp; 107 | 80347 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | &nbsp;&nbsp;&nbsp; 407 | 272442 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | &nbsp;&nbsp;&nbsp; 773 | 473925 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 35 | 34536 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 114434 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 70090 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 75 | 75130 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | &nbsp;&nbsp;&nbsp; 341 | 288088 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 187569 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 250831 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | &nbsp;&nbsp;&nbsp; 300 | 282212 |
| Invesco Finance PLC, 5.38%, 11/30/43 | &nbsp;&nbsp;&nbsp; 186 | 183504 |
| &nbsp;&nbsp;&nbsp; Janus Henderson U.S. Holdings Inc., 5.45%, <br> 09/10/34<br>| &nbsp;&nbsp;&nbsp; 1260 | 1285142 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8829 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/23/30 | &nbsp;&nbsp;&nbsp; 42 | 41309 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 93 | 98764 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/20/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 84228 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 327268 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 20 | 21223 |
| Legg Mason Inc., 5.63%, 01/15/44 | &nbsp;&nbsp;&nbsp; 282 | 283109 |
| LPL Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | &nbsp;&nbsp;&nbsp; 105 | 107651 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/35 | &nbsp;&nbsp;&nbsp; 120 | 124053 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | &nbsp;&nbsp;&nbsp; 55 | 53338 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 | &nbsp;&nbsp;&nbsp; 168 | 112744 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | &nbsp;&nbsp;&nbsp; 55 | 53805 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | &nbsp;&nbsp;&nbsp; 274 | 212896 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 | &nbsp;&nbsp;&nbsp; 116 | 94830 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | &nbsp;&nbsp;&nbsp; 286 | 229241 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 | &nbsp;&nbsp;&nbsp; 173 | 142824 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 | &nbsp;&nbsp;&nbsp; $240 | $241585 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 | &nbsp;&nbsp;&nbsp; 95 | 97830 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | &nbsp;&nbsp;&nbsp; 150 | 156225 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 240 | 212032 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 | &nbsp;&nbsp;&nbsp; 199 | 139053 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | &nbsp;&nbsp;&nbsp; 190 | 146447 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/28 | &nbsp;&nbsp;&nbsp; 413 | 426022 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/34 | &nbsp;&nbsp;&nbsp; 673 | 709453 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 104 | 108609 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 146 | 153216 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.17%, 07/14/28 | &nbsp;&nbsp;&nbsp; 735 | 698415 |
| &nbsp;&nbsp;&nbsp; 2.33%, 01/22/27 | &nbsp;&nbsp;&nbsp; 161 | 157708 |
| &nbsp;&nbsp;&nbsp; 2.61%, 07/14/31 | &nbsp;&nbsp;&nbsp; 452 | 409426 |
| &nbsp;&nbsp;&nbsp; 2.68%, 07/16/30 | &nbsp;&nbsp;&nbsp; 407 | 376651 |
| &nbsp;&nbsp;&nbsp; 2.71%, 01/22/29 | &nbsp;&nbsp;&nbsp; 306 | 292451 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/22/32 | &nbsp;&nbsp;&nbsp; 200 | 182211 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/16/30 | &nbsp;&nbsp;&nbsp; 740 | 704679 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/30 | &nbsp;&nbsp;&nbsp; 200 | 203624 |
| &nbsp;&nbsp;&nbsp; 5.39%, 07/06/27 | &nbsp;&nbsp;&nbsp; 200 | 203618 |
| &nbsp;&nbsp;&nbsp; 5.49%, 06/29/35 | &nbsp;&nbsp;&nbsp; 200 | 207969 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/06/29 | &nbsp;&nbsp;&nbsp; 55 | 57382 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/03/34 | &nbsp;&nbsp;&nbsp; 225 | 239795 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/18/28 | &nbsp;&nbsp;&nbsp; 245 | 253096 |
| &nbsp;&nbsp;&nbsp; 6.07%, 07/12/28 | &nbsp;&nbsp;&nbsp; 210 | 219590 |
| &nbsp;&nbsp;&nbsp; 6.09%, 07/12/33 | &nbsp;&nbsp;&nbsp; 200 | 217447 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/18/33 | &nbsp;&nbsp;&nbsp; 200 | 217718 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/09/31 | &nbsp;&nbsp;&nbsp; 74 | 66629 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/18/27 | &nbsp;&nbsp;&nbsp; 61 | 60629 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 219231 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/13/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 150669 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/25/35 | &nbsp;&nbsp;&nbsp; 75 | 77911 |
| Radian Group Inc., 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 85 | 85257 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | &nbsp;&nbsp;&nbsp; 170 | 127474 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 272 | 278013 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/11/35 | &nbsp;&nbsp;&nbsp; 45 | 44778 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | &nbsp;&nbsp;&nbsp; 259 | 239189 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/55 | &nbsp;&nbsp;&nbsp; 55 | 54373 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 | &nbsp;&nbsp;&nbsp; 219 | 195915 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | &nbsp;&nbsp;&nbsp; 907 | 899465 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | &nbsp;&nbsp;&nbsp; 629 | 639118 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/02/30, (1-day SOFR Index + 2.13%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 228606 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/29/36, (1-day SOFR + 2.07%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 462442 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 | &nbsp;&nbsp;&nbsp; 292 | 161667 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 230 | 213143 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | &nbsp;&nbsp;&nbsp; 243 | 192682 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | &nbsp;&nbsp;&nbsp; 598 | 582933 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | &nbsp;&nbsp;&nbsp; 608 | 538445 |
| &nbsp;&nbsp;&nbsp; Voya Financial Inc., 4.70%, 01/23/48, (3-mo. SOFR <br> US + 2.34%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 195 | 184314 |
| Western Union Co. (The), 6.20%, 11/17/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 299 | 313996 |
|  |  | 43270356 |
| **Electric — 8.3%** | **Electric — 8.3%** | **Electric — 8.3%** |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | &nbsp;&nbsp;&nbsp; 654 | 450211 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | &nbsp;&nbsp;&nbsp; 416 | 418743 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | &nbsp;&nbsp;&nbsp; $415 | $385754 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 | &nbsp;&nbsp;&nbsp; 697 | 722013 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 55 | 57181 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 | &nbsp;&nbsp;&nbsp; 467 | 489324 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 | &nbsp;&nbsp;&nbsp; 120 | 119475 |
| &nbsp;&nbsp;&nbsp; Series G, 4.15%, 05/01/49 | &nbsp;&nbsp;&nbsp; 85 | 66616 |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; 202 | 140476 |
| Atlantic City Electric Co., 2.30%, 03/15/31 | &nbsp;&nbsp;&nbsp; 55 | 49944 |
| Avangrid Inc., 3.80%, 06/01/29 | &nbsp;&nbsp;&nbsp; 4805 | 4744039 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 858 | 671848 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 | &nbsp;&nbsp;&nbsp; 560 | 470189 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | &nbsp;&nbsp;&nbsp; 609 | 422692 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 419 | 315995 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 383 | 300385 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | &nbsp;&nbsp;&nbsp; 326 | 272736 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 | &nbsp;&nbsp;&nbsp; 87 | 85459 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 266824 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 370 | 375456 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | &nbsp;&nbsp;&nbsp; 160 | 179990 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | &nbsp;&nbsp;&nbsp; 337 | 271829 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/52 | &nbsp;&nbsp;&nbsp; 555 | 414132 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 289 | 233836 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | &nbsp;&nbsp;&nbsp; 201 | 179001 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | &nbsp;&nbsp;&nbsp; 70 | 68347 |
| &nbsp;&nbsp;&nbsp; Series AA, 3.00%, 02/01/27 | &nbsp;&nbsp;&nbsp; 64 | 63389 |
| &nbsp;&nbsp;&nbsp; Series AC, 4.25%, 02/01/49 | &nbsp;&nbsp;&nbsp; 100 | 84196 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | &nbsp;&nbsp;&nbsp; 105 | 69470 |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | &nbsp;&nbsp;&nbsp; 300 | 215169 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25332 |
| &nbsp;&nbsp;&nbsp; Series K2, 6.95%, 03/15/33 | &nbsp;&nbsp;&nbsp; 98 | 111815 |
| &nbsp;&nbsp;&nbsp; Cleveland Electric Illuminating Co. (The), 5.95%, <br> 12/15/36<br>| &nbsp;&nbsp;&nbsp; 535 | 569086 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/50, (5-year CMT + 2.90%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 520 | 477633 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/50, (5-year CMT + 4.12%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 595 | 582956 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/55, (5-year CMT + 1.96%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 237573 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/30 | &nbsp;&nbsp;&nbsp; 1137 | 1054969 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | &nbsp;&nbsp;&nbsp; 380 | 253369 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | &nbsp;&nbsp;&nbsp; 239 | 186414 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/28 | &nbsp;&nbsp;&nbsp; 161 | 160339 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 199 | 158081 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 | &nbsp;&nbsp;&nbsp; 185 | 151831 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 352 | 285704 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 230 | 183742 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; 177 | 152750 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 | &nbsp;&nbsp;&nbsp; 35 | 31753 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/44 | &nbsp;&nbsp;&nbsp; 113 | 103417 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 60 | 63001 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 123 | 124979 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 373 | 406004 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | &nbsp;&nbsp;&nbsp; 230 | 243992 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | &nbsp;&nbsp;&nbsp; 169 | 190729 |
| &nbsp;&nbsp;&nbsp; Series 122, 2.95%, 08/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 56 | 55181 |
| &nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 284 | 221214 |
| &nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | &nbsp;&nbsp;&nbsp; 297 | 205357 |
| &nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | &nbsp;&nbsp;&nbsp; 40 | 25228 |
| &nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | &nbsp;&nbsp;&nbsp; 35 | 26962 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Connecticut Light and Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; $787 | $638836 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | &nbsp;&nbsp;&nbsp; 325 | 284990 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 | &nbsp;&nbsp;&nbsp; 50 | 51381 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 45 | 45736 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | &nbsp;&nbsp;&nbsp; 355 | 341765 |
| &nbsp;&nbsp;&nbsp; Series A, 2.05%, 07/01/31 | &nbsp;&nbsp;&nbsp; 460 | 410185 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 | &nbsp;&nbsp;&nbsp; 1109 | 1098150 |
| &nbsp;&nbsp;&nbsp; Series A, 4.15%, 06/01/45 | &nbsp;&nbsp;&nbsp; 539 | 453447 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | &nbsp;&nbsp;&nbsp; 128 | 89927 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | &nbsp;&nbsp;&nbsp; 304 | 216858 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | &nbsp;&nbsp;&nbsp; 96 | 95735 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | &nbsp;&nbsp;&nbsp; 275 | 220438 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | &nbsp;&nbsp;&nbsp; 115 | 96520 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | &nbsp;&nbsp;&nbsp; 227 | 200980 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 242 | 213356 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | &nbsp;&nbsp;&nbsp; 135 | 112734 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | &nbsp;&nbsp;&nbsp; 175 | 150503 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/40 | &nbsp;&nbsp;&nbsp; 135 | 141004 |
| &nbsp;&nbsp;&nbsp; Series 05-A, 5.30%, 03/01/35 | &nbsp;&nbsp;&nbsp; 220 | 228495 |
| &nbsp;&nbsp;&nbsp; Series 06-A, 5.85%, 03/15/36 | &nbsp;&nbsp;&nbsp; 194 | 208969 |
| &nbsp;&nbsp;&nbsp; Series 06-B, 6.20%, 06/15/36 | &nbsp;&nbsp;&nbsp; 120 | 133169 |
| &nbsp;&nbsp;&nbsp; Series 07-A, 6.30%, 08/15/37 | &nbsp;&nbsp;&nbsp; 153 | 171214 |
| &nbsp;&nbsp;&nbsp; Series 08-B, 6.75%, 04/01/38 | &nbsp;&nbsp;&nbsp; 238 | 275366 |
| &nbsp;&nbsp;&nbsp; Series 09-C, 5.50%, 12/01/39 | &nbsp;&nbsp;&nbsp; 192 | 198041 |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.20%, 03/15/42 | &nbsp;&nbsp;&nbsp; 154 | 134233 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | &nbsp;&nbsp;&nbsp; 123 | 97448 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 408 | 396013 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | &nbsp;&nbsp;&nbsp; 294 | 234696 |
| &nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | &nbsp;&nbsp;&nbsp; 193 | 156633 |
| &nbsp;&nbsp;&nbsp; Series B, 3.13%, 11/15/27 | &nbsp;&nbsp;&nbsp; 96 | 94549 |
| &nbsp;&nbsp;&nbsp; Series C, 3.00%, 12/01/60 | &nbsp;&nbsp;&nbsp; 520 | 315839 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | &nbsp;&nbsp;&nbsp; 115 | 87426 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | &nbsp;&nbsp;&nbsp; 189 | 152917 |
| &nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | &nbsp;&nbsp;&nbsp; 291 | 291601 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | &nbsp;&nbsp;&nbsp; 173 | 153343 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/42 | &nbsp;&nbsp;&nbsp; 64 | 64978 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | &nbsp;&nbsp;&nbsp; 92 | 94554 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/33 | &nbsp;&nbsp;&nbsp; 560 | 600241 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | &nbsp;&nbsp;&nbsp; 200 | 218954 |
| Delmarva Power & Light Co., 4.15%, 05/15/45 | &nbsp;&nbsp;&nbsp; 149 | 127804 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 453 | 447596 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/32 | &nbsp;&nbsp;&nbsp; 345 | 345598 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 | &nbsp;&nbsp;&nbsp; 65 | 66104 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | &nbsp;&nbsp;&nbsp; 219 | 222667 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 | &nbsp;&nbsp;&nbsp; 280 | 298420 |
| El Paso Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 111601 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/35 | &nbsp;&nbsp;&nbsp; 87 | 91295 |
| Enel Chile SA, 4.88%, 06/12/28 | &nbsp;&nbsp;&nbsp; 1180 | 1196812 |
| &nbsp;&nbsp;&nbsp; Entergy Corp., 7.13%, 12/01/54, (5-year CMT + <br> 2.67%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 110 | 115815 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 | &nbsp;&nbsp;&nbsp; 609 | 390634 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 270 | 221925 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 338 | 274489 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 | &nbsp;&nbsp;&nbsp; 485 | 450184 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 | &nbsp;&nbsp;&nbsp; 319 | 323296 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Entergy Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 | &nbsp;&nbsp;&nbsp; $84 | $76477 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 | &nbsp;&nbsp;&nbsp; 330 | 335065 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 205 | 185592 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/32 | &nbsp;&nbsp;&nbsp; 85 | 78846 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; 546 | 392107 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/30 | &nbsp;&nbsp;&nbsp; 100 | 99744 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/27 | &nbsp;&nbsp;&nbsp; 20 | 20166 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 | &nbsp;&nbsp;&nbsp; 224 | 227542 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 | &nbsp;&nbsp;&nbsp; 135 | 138245 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/34 | &nbsp;&nbsp;&nbsp; 436 | 450018 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/31 | &nbsp;&nbsp;&nbsp; 85 | 89879 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/34 | &nbsp;&nbsp;&nbsp; 419 | 445084 |
| &nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | &nbsp;&nbsp;&nbsp; 328 | 321788 |
| &nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | &nbsp;&nbsp;&nbsp; 332 | 331560 |
| &nbsp;&nbsp;&nbsp; Series R, 1.65%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2617 | 2309616 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 818 | 812010 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 | &nbsp;&nbsp;&nbsp; 732 | 570711 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 | &nbsp;&nbsp;&nbsp; 341 | 291424 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | &nbsp;&nbsp;&nbsp; 398 | 346211 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 253 | 253038 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | &nbsp;&nbsp;&nbsp; 306 | 287082 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/31 | &nbsp;&nbsp;&nbsp; 65 | 67269 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | &nbsp;&nbsp;&nbsp; 155 | 162145 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 | &nbsp;&nbsp;&nbsp; 237 | 233346 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 | &nbsp;&nbsp;&nbsp; 265 | 279080 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 | &nbsp;&nbsp;&nbsp; 550 | 562587 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/55, (5-year CMT + 1.98%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 177382 |
| FirstEnergy Transmission LLC, 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1290 | 1299317 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | &nbsp;&nbsp;&nbsp; 155 | 101058 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | &nbsp;&nbsp;&nbsp; 346 | 241733 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 204 | 159448 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 336 | 273637 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | &nbsp;&nbsp;&nbsp; 378 | 305495 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | &nbsp;&nbsp;&nbsp; 201 | 173990 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | &nbsp;&nbsp;&nbsp; 235 | 197395 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | &nbsp;&nbsp;&nbsp; 229 | 201057 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; 226 | 187962 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/35 | &nbsp;&nbsp;&nbsp; 226 | 231802 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 130 | 130936 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/34 | &nbsp;&nbsp;&nbsp; 386 | 413634 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/37 | &nbsp;&nbsp;&nbsp; 117 | 125839 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | &nbsp;&nbsp;&nbsp; 140 | 148690 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 | &nbsp;&nbsp;&nbsp; 50 | 52370 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 171 | 187088 |
| &nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 | &nbsp;&nbsp;&nbsp; 125 | 135950 |
| Iberdrola International BV, 6.75%, 07/15/36 | &nbsp;&nbsp;&nbsp; 2180 | 2479652 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/15/27 | &nbsp;&nbsp;&nbsp; 369 | 363743 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/01/43 | &nbsp;&nbsp;&nbsp; 703 | 682039 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/11/34 | &nbsp;&nbsp;&nbsp; 1004 | 1046737 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/28 | &nbsp;&nbsp;&nbsp; 1045 | 1080255 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 | &nbsp;&nbsp;&nbsp; 1767 | 1890717 |
| National Grid USA, 5.80%, 04/01/35 | &nbsp;&nbsp;&nbsp; 1280 | 1345926 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 10 | 9350 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 | &nbsp;&nbsp;&nbsp; 5 | 4951 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.02%, 11/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $176 | $171789 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 | &nbsp;&nbsp;&nbsp; 392 | 336496 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/48 | &nbsp;&nbsp;&nbsp; 179 | 154088 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 | &nbsp;&nbsp;&nbsp; 40 | 41059 |
| &nbsp;&nbsp;&nbsp; Series C, 8.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 238 | 282580 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/01/53 | &nbsp;&nbsp;&nbsp; 490 | 499784 |
| &nbsp;&nbsp;&nbsp; Series EE, 3.13%, 08/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 333 | 222159 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2683 | 2468990 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | &nbsp;&nbsp;&nbsp; 3581 | 3408589 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | &nbsp;&nbsp;&nbsp; 45 | 29066 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 1203 | 1179223 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 | &nbsp;&nbsp;&nbsp; 2680 | 2660722 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/82, (5-year CMT + 2.55%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 263761 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/01/77, (3-mo. SOFR US + 2.67%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24417 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/28 | &nbsp;&nbsp;&nbsp; 80 | 81472 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 | &nbsp;&nbsp;&nbsp; 100 | 103350 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | &nbsp;&nbsp;&nbsp; 80 | 82519 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | &nbsp;&nbsp;&nbsp; 80 | 83699 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | &nbsp;&nbsp;&nbsp; 70 | 72783 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 53839 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/01/79, (3-mo. SOFR US + 3.42%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10119 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/55 | &nbsp;&nbsp;&nbsp; 550 | 566637 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/54, (5-year CMT + 2.46%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 88 | 94259 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/15/31 | &nbsp;&nbsp;&nbsp; 327 | 289519 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 408 | 279546 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 | &nbsp;&nbsp;&nbsp; 2015 | 1992743 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 550 | 534266 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 1223 | 1211973 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/44 | &nbsp;&nbsp;&nbsp; 449 | 396329 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | &nbsp;&nbsp;&nbsp; 325 | 280627 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 | &nbsp;&nbsp;&nbsp; 50 | 51329 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 | &nbsp;&nbsp;&nbsp; 150 | 154000 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/34 | &nbsp;&nbsp;&nbsp; 85 | 88560 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 145 | 149577 |
| Ohio Edison Co., 6.88%, 07/15/36 | &nbsp;&nbsp;&nbsp; 135 | 155850 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 268 | 209117 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | &nbsp;&nbsp;&nbsp; 210 | 167092 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 280 | 285865 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 | &nbsp;&nbsp;&nbsp; 585 | 612579 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 | &nbsp;&nbsp;&nbsp; 550 | 481792 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | &nbsp;&nbsp;&nbsp; 834 | 522588 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | &nbsp;&nbsp;&nbsp; 600 | 367082 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | &nbsp;&nbsp;&nbsp; 518 | 351440 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | &nbsp;&nbsp;&nbsp; 378 | 301925 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 | &nbsp;&nbsp;&nbsp; 227 | 178510 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | &nbsp;&nbsp;&nbsp; 377 | 290866 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/48 | &nbsp;&nbsp;&nbsp; 266 | 216932 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 | &nbsp;&nbsp;&nbsp; 70 | 63886 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | &nbsp;&nbsp;&nbsp; 100 | 85182 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | &nbsp;&nbsp;&nbsp; 35 | 35705 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 175 | 159386 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/30/40 | &nbsp;&nbsp;&nbsp; 15 | 15174 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | &nbsp;&nbsp;&nbsp; 45 | 44598 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/52 | &nbsp;&nbsp;&nbsp; 55 | 53215 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | &nbsp;&nbsp;&nbsp; 332 | 328852 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/29 | &nbsp;&nbsp;&nbsp; 12 | 12584 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; $35 | $35963 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 87 | 100568 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/01/38 | &nbsp;&nbsp;&nbsp; 5 | 6065 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | &nbsp;&nbsp;&nbsp; 850 | 584975 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | &nbsp;&nbsp;&nbsp; 190 | 143322 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | &nbsp;&nbsp;&nbsp; 100 | 83077 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 | &nbsp;&nbsp;&nbsp; 87 | 68963 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | &nbsp;&nbsp;&nbsp; 183 | 147403 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/32 | &nbsp;&nbsp;&nbsp; 135 | 131800 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/42 | &nbsp;&nbsp;&nbsp; 120 | 100628 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | &nbsp;&nbsp;&nbsp; 429 | 377246 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | &nbsp;&nbsp;&nbsp; 35 | 34909 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | &nbsp;&nbsp;&nbsp; 132 | 112102 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 | &nbsp;&nbsp;&nbsp; 115 | 98561 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | &nbsp;&nbsp;&nbsp; 685 | 590646 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | &nbsp;&nbsp;&nbsp; 541 | 480153 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 | &nbsp;&nbsp;&nbsp; 594 | 624246 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 | &nbsp;&nbsp;&nbsp; 110 | 107469 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/55 | &nbsp;&nbsp;&nbsp; 200 | 201077 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/33 | &nbsp;&nbsp;&nbsp; 439 | 467702 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 | &nbsp;&nbsp;&nbsp; 75 | 75821 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 | &nbsp;&nbsp;&nbsp; 15 | 16102 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 | &nbsp;&nbsp;&nbsp; 528 | 572349 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | &nbsp;&nbsp;&nbsp; 105 | 66813 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | &nbsp;&nbsp;&nbsp; 588 | 395096 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 | &nbsp;&nbsp;&nbsp; 95 | 62990 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/47 | &nbsp;&nbsp;&nbsp; 365 | 283904 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 | &nbsp;&nbsp;&nbsp; 377 | 301910 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/44 | &nbsp;&nbsp;&nbsp; 323 | 275718 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 | &nbsp;&nbsp;&nbsp; 105 | 91815 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 | &nbsp;&nbsp;&nbsp; 175 | 177123 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | &nbsp;&nbsp;&nbsp; 650 | 627609 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 | &nbsp;&nbsp;&nbsp; 300 | 305710 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/36 | &nbsp;&nbsp;&nbsp; 126 | 137623 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | &nbsp;&nbsp;&nbsp; 640 | 549164 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/34 | &nbsp;&nbsp;&nbsp; 45 | 46589 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | &nbsp;&nbsp;&nbsp; 190 | 187958 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | &nbsp;&nbsp;&nbsp; 208 | 235850 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 248 | 168120 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 | &nbsp;&nbsp;&nbsp; 112 | 91461 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/45 | &nbsp;&nbsp;&nbsp; 90 | 77068 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; 364 | 304127 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 | &nbsp;&nbsp;&nbsp; 250 | 255281 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | &nbsp;&nbsp;&nbsp; 501 | 517042 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | &nbsp;&nbsp;&nbsp; 610 | 596785 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/39 | &nbsp;&nbsp;&nbsp; 162 | 180484 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 | &nbsp;&nbsp;&nbsp; 835 | 626801 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/28 | &nbsp;&nbsp;&nbsp; 75 | 75797 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | &nbsp;&nbsp;&nbsp; 120 | 113802 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/33 | &nbsp;&nbsp;&nbsp; 320 | 335786 |
| &nbsp;&nbsp;&nbsp; Series V, 2.20%, 06/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 567 | 510569 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 102 | 96127 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | &nbsp;&nbsp;&nbsp; 394 | 274114 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 | &nbsp;&nbsp;&nbsp; 40 | 39033 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 | &nbsp;&nbsp;&nbsp; 292 | 205482 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 | &nbsp;&nbsp;&nbsp; $210 | $160974 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/28 | &nbsp;&nbsp;&nbsp; 70 | 69451 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/42 | &nbsp;&nbsp;&nbsp; 215 | 175823 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/01/28 | &nbsp;&nbsp;&nbsp; 113 | 112524 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/01/43 | &nbsp;&nbsp;&nbsp; 155 | 128035 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | &nbsp;&nbsp;&nbsp; 352 | 282739 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | &nbsp;&nbsp;&nbsp; 343 | 270689 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | &nbsp;&nbsp;&nbsp; 131 | 111997 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/48 | &nbsp;&nbsp;&nbsp; 236 | 194356 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 | &nbsp;&nbsp;&nbsp; 35 | 35880 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | &nbsp;&nbsp;&nbsp; 75 | 77909 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 | &nbsp;&nbsp;&nbsp; 100 | 97782 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 | &nbsp;&nbsp;&nbsp; 46 | 45911 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 95 | 94697 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/40 | &nbsp;&nbsp;&nbsp; 125 | 129604 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/37 | &nbsp;&nbsp;&nbsp; 108 | 116852 |
| &nbsp;&nbsp;&nbsp; Public Service Electric and Gas Co., Series Q, <br> 5.50%, 03/01/55<br>| &nbsp;&nbsp;&nbsp; 315 | 315766 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2092 | 1853644 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 | &nbsp;&nbsp;&nbsp; 1577 | 1411926 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 55 | 56354 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 55 | 56690 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | &nbsp;&nbsp;&nbsp; 110 | 113850 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 896 | 933752 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/33 | &nbsp;&nbsp;&nbsp; 300 | 325110 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 194 | 157500 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | &nbsp;&nbsp;&nbsp; 227 | 209521 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 | &nbsp;&nbsp;&nbsp; 105 | 107492 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/39 | &nbsp;&nbsp;&nbsp; 127 | 137419 |
| &nbsp;&nbsp;&nbsp; Series RRR, 3.75%, 06/01/47 | &nbsp;&nbsp;&nbsp; 183 | 140872 |
| &nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | &nbsp;&nbsp;&nbsp; 216 | 174014 |
| &nbsp;&nbsp;&nbsp; Series UUU, 3.32%, 04/15/50 | &nbsp;&nbsp;&nbsp; 429 | 301104 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | &nbsp;&nbsp;&nbsp; 133 | 86456 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19705 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | &nbsp;&nbsp;&nbsp; 235 | 231434 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | &nbsp;&nbsp;&nbsp; 411 | 355632 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; 474 | 366681 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/52, (5-year CMT + 2.87%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 247 | 240764 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/39 | &nbsp;&nbsp;&nbsp; 323 | 340241 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/56, (5-year CMT + 2.63%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101970 |
| &nbsp;&nbsp;&nbsp; 6.55%, 04/01/55, (5-year CMT + 2.14%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10127 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/01/55, (5-year CMT + 2.35%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30304 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/54, (5-year CMT + 2.79%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 92 | 94371 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 75 | 67930 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | &nbsp;&nbsp;&nbsp; 470 | 318571 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | &nbsp;&nbsp;&nbsp; 407 | 287913 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | &nbsp;&nbsp;&nbsp; 368 | 282589 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 166 | 134410 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 198 | 175851 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | &nbsp;&nbsp;&nbsp; 182 | 157156 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 | &nbsp;&nbsp;&nbsp; 50 | 51332 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51033 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 111 | 110375 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/01/36 | &nbsp;&nbsp;&nbsp; 162 | 165052 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 | &nbsp;&nbsp;&nbsp; 118 | 111700 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 324 | 310119 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53 | &nbsp;&nbsp;&nbsp; 29 | 28314 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 | &nbsp;&nbsp;&nbsp; $135 | $132993 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 325 | 342800 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/39 | &nbsp;&nbsp;&nbsp; 74 | 77032 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 355 | 364396 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/01/29 | &nbsp;&nbsp;&nbsp; 256 | 269892 |
| &nbsp;&nbsp;&nbsp; Series 04-G, 5.75%, 04/01/35 | &nbsp;&nbsp;&nbsp; 122 | 126934 |
| &nbsp;&nbsp;&nbsp; Series 05-E, 5.35%, 07/15/35 | &nbsp;&nbsp;&nbsp; 144 | 145712 |
| &nbsp;&nbsp;&nbsp; Series 06-E, 5.55%, 01/15/37 | &nbsp;&nbsp;&nbsp; 80 | 80888 |
| &nbsp;&nbsp;&nbsp; Series 08-A, 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 135 | 139000 |
| &nbsp;&nbsp;&nbsp; Series 13-A, 3.90%, 03/15/43 | &nbsp;&nbsp;&nbsp; 157 | 122726 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51 | &nbsp;&nbsp;&nbsp; 75 | 46689 |
| &nbsp;&nbsp;&nbsp; Series A, 4.20%, 03/01/29 | &nbsp;&nbsp;&nbsp; 92 | 91448 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 72 | 70959 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | &nbsp;&nbsp;&nbsp; 86 | 73803 |
| &nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | &nbsp;&nbsp;&nbsp; 228 | 166981 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | &nbsp;&nbsp;&nbsp; 304 | 235953 |
| &nbsp;&nbsp;&nbsp; Series E, 5.45%, 06/01/52 | &nbsp;&nbsp;&nbsp; 29 | 26636 |
| &nbsp;&nbsp;&nbsp; Series H, 3.65%, 06/01/51 | &nbsp;&nbsp;&nbsp; 88 | 61783 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/51 | &nbsp;&nbsp;&nbsp; 25 | 18029 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | &nbsp;&nbsp;&nbsp; 285 | 262300 |
| Toledo Edison Co. (The), 6.15%, 05/15/37 | &nbsp;&nbsp;&nbsp; 245 | 269579 |
|  |  | 108056166 |
| **Electrical Components & Equipment — 0.2%** | **Electrical Components & Equipment — 0.2%** | **Electrical Components & Equipment — 0.2%** |
| ABB Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/03/28 | &nbsp;&nbsp;&nbsp; 1605 | 1614032 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/08/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 285971 |
| Acuity Brands Lighting Inc., 2.15%, 12/15/30 | &nbsp;&nbsp;&nbsp; 1241 | 1123674 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 | &nbsp;&nbsp;&nbsp; 175 | 113772 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 20 | 20717 |
|  |  | 3158166 |
| **Electronics — 0.9%** | **Electronics — 0.9%** | **Electronics — 0.9%** |
| Allegion PLC, 3.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 890 | 865108 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 | &nbsp;&nbsp;&nbsp; 457 | 452352 |
| &nbsp;&nbsp;&nbsp; 5.41%, 07/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 642 | 671838 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/29/34 | &nbsp;&nbsp;&nbsp; 605 | 637485 |
| Amphenol Corp., 2.80%, 02/15/30 | &nbsp;&nbsp;&nbsp; 41 | 38996 |
| Avnet Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/31 | &nbsp;&nbsp;&nbsp; 320 | 290490 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 480 | 489195 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 | &nbsp;&nbsp;&nbsp; 439 | 445405 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 | &nbsp;&nbsp;&nbsp; 748 | 759606 |
| Fortive Corp., 4.30%, 06/15/46 | &nbsp;&nbsp;&nbsp; 82 | 69139 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 | &nbsp;&nbsp;&nbsp; 255 | 223720 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 | &nbsp;&nbsp;&nbsp; 115 | 105081 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 | &nbsp;&nbsp;&nbsp; 552 | 527934 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | &nbsp;&nbsp;&nbsp; 228 | 182636 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 275 | 277493 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; 475 | 473270 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/27 | &nbsp;&nbsp;&nbsp; 85 | 86083 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/30 | &nbsp;&nbsp;&nbsp; 110 | 112620 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 265 | 271272 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 | &nbsp;&nbsp;&nbsp; 60 | 61889 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/31 | &nbsp;&nbsp;&nbsp; 65 | 67671 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; 450 | 466668 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 650 | 666389 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electronics (continued)** | **Electronics (continued)** | **Electronics (continued)** |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 | &nbsp;&nbsp;&nbsp; $290 | $280606 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 | &nbsp;&nbsp;&nbsp; 320 | 312356 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 213288 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/36 | &nbsp;&nbsp;&nbsp; 286 | 307137 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 288 | 308940 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | &nbsp;&nbsp;&nbsp; 28 | 27596 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 42 | 41629 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/35 | &nbsp;&nbsp;&nbsp; 50 | 50067 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 | &nbsp;&nbsp;&nbsp; 195 | 186434 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 | &nbsp;&nbsp;&nbsp; 808 | 811337 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/34 | &nbsp;&nbsp;&nbsp; 430 | 435758 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 | &nbsp;&nbsp;&nbsp; 55 | 57344 |
| Trimble Inc., 4.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 391 | 396938 |
| Tyco Electronics Group SA, 7.13%, 10/01/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 129 | 153079 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 | &nbsp;&nbsp;&nbsp; 208 | 198703 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 | &nbsp;&nbsp;&nbsp; 194 | 177521 |
|  |  | 12201073 |
| **Engineering & Construction — 0.3%** | **Engineering & Construction — 0.3%** | **Engineering & Construction — 0.3%** |
| Jacobs Engineering Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/33 | &nbsp;&nbsp;&nbsp; 1150 | 1215684 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/18/28 | &nbsp;&nbsp;&nbsp; 2705 | 2854692 |
|  |  | 4070376 |
| **Environmental Control — 0.2%** | **Environmental Control — 0.2%** | **Environmental Control — 0.2%** |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/33 | &nbsp;&nbsp;&nbsp; 50 | 43906 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 358 | 247490 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 | &nbsp;&nbsp;&nbsp; 30 | 31499 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/40 | &nbsp;&nbsp;&nbsp; 20 | 22302 |
| Veralto Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 | &nbsp;&nbsp;&nbsp; 743 | 767202 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/18/33 | &nbsp;&nbsp;&nbsp; 1060 | 1113033 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 | &nbsp;&nbsp;&nbsp; 15 | 14169 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | &nbsp;&nbsp;&nbsp; 387 | 254961 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 | &nbsp;&nbsp;&nbsp; 62 | 42222 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 | &nbsp;&nbsp;&nbsp; 5 | 5041 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 421 | 256911 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | &nbsp;&nbsp;&nbsp; 100 | 98711 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 | &nbsp;&nbsp;&nbsp; 37 | 31582 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | &nbsp;&nbsp;&nbsp; 201 | 168709 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54 | &nbsp;&nbsp;&nbsp; 60 | 59616 |
|  |  | 3157354 |
| **Food — 1.9%** | **Food — 1.9%** | **Food — 1.9%** |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | &nbsp;&nbsp;&nbsp; 238 | 258933 |
| Campbell's Company/The |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/24/30 | &nbsp;&nbsp;&nbsp; 125 | 115294 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 | &nbsp;&nbsp;&nbsp; 203 | 135865 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 790 | 791683 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 68467 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | &nbsp;&nbsp;&nbsp; 214 | 190651 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 55853 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | &nbsp;&nbsp;&nbsp; 293 | 301526 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | &nbsp;&nbsp;&nbsp; 100 | 101299 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 | &nbsp;&nbsp;&nbsp; 145 | 147161 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | &nbsp;&nbsp;&nbsp; 420 | 405861 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $363 | $332818 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 159522 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 45 | 48062 |
| &nbsp;&nbsp;&nbsp; 8.25%, 09/15/30 | &nbsp;&nbsp;&nbsp; 265 | 305692 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/14/31 | &nbsp;&nbsp;&nbsp; 863 | 768110 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 1265 | 1198952 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 | &nbsp;&nbsp;&nbsp; 246 | 162223 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 | &nbsp;&nbsp;&nbsp; 1242 | 1230033 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | &nbsp;&nbsp;&nbsp; 898 | 900603 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/30/27 | &nbsp;&nbsp;&nbsp; 181 | 182352 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 | &nbsp;&nbsp;&nbsp; 100 | 102500 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/29/33 | &nbsp;&nbsp;&nbsp; 116 | 118158 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 590 | 606295 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | &nbsp;&nbsp;&nbsp; 88 | 89631 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 310 | 321921 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 48 | 45405 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 | &nbsp;&nbsp;&nbsp; 17 | 11796 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/46 | &nbsp;&nbsp;&nbsp; 35 | 26441 |
| Hormel Foods Corp., 3.05%, 06/03/51 | &nbsp;&nbsp;&nbsp; 327 | 220882 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/01/30 | &nbsp;&nbsp;&nbsp; 1069 | 1006248 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/50 | &nbsp;&nbsp;&nbsp; 283 | 214818 |
| J M Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18601 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39537 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 222 | 210634 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 137 | 116170 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/33 | &nbsp;&nbsp;&nbsp; 35 | 38089 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/43 | &nbsp;&nbsp;&nbsp; 40 | 43511 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 385 | 424265 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/JBS USA Foods Group <br> Holdings Inc./JBS USA Food Co., 6.50%, <br> 12/01/52<br>| &nbsp;&nbsp;&nbsp; 170 | 177845 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | &nbsp;&nbsp;&nbsp; 1450 | 1325408 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1212 | 1200182 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | &nbsp;&nbsp;&nbsp; 1144 | 1152434 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/33 | &nbsp;&nbsp;&nbsp; 870 | 904406 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20217 |
| &nbsp;&nbsp;&nbsp; Series B, 7.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 265 | 305180 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | &nbsp;&nbsp;&nbsp; 223 | 234039 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 | &nbsp;&nbsp;&nbsp; 351 | 295020 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | &nbsp;&nbsp;&nbsp; 461 | 404511 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/35 | &nbsp;&nbsp;&nbsp; 105 | 105255 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | &nbsp;&nbsp;&nbsp; 101 | 93593 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 134203 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | &nbsp;&nbsp;&nbsp; 443 | 412344 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154870 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 380 | 360283 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/09/40 | &nbsp;&nbsp;&nbsp; 242 | 262806 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | &nbsp;&nbsp;&nbsp; 220 | 246981 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | &nbsp;&nbsp;&nbsp; 152 | 119395 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | &nbsp;&nbsp;&nbsp; 183 | 142954 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 | &nbsp;&nbsp;&nbsp; 356 | 304830 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 | &nbsp;&nbsp;&nbsp; 180 | 157429 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 | &nbsp;&nbsp;&nbsp; 335 | 339972 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/42 | &nbsp;&nbsp;&nbsp; 109 | 103205 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 | &nbsp;&nbsp;&nbsp; $131 | $124714 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 | &nbsp;&nbsp;&nbsp; 75 | 76027 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | &nbsp;&nbsp;&nbsp; 165 | 159732 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 | &nbsp;&nbsp;&nbsp; 310 | 302206 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 | &nbsp;&nbsp;&nbsp; 280 | 272371 |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/15/38 | &nbsp;&nbsp;&nbsp; 141 | 163375 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/31 | &nbsp;&nbsp;&nbsp; 186 | 213111 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | &nbsp;&nbsp;&nbsp; 295 | 260825 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 412 | 383904 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 | &nbsp;&nbsp;&nbsp; 352 | 348405 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/47 | &nbsp;&nbsp;&nbsp; 297 | 245408 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/34 | &nbsp;&nbsp;&nbsp; 100 | 99135 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/04/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 143 | 86893 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 | &nbsp;&nbsp;&nbsp; 43 | 40577 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/07/28 | &nbsp;&nbsp;&nbsp; 45 | 45090 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | &nbsp;&nbsp;&nbsp; 132 | 122957 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 147786 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | &nbsp;&nbsp;&nbsp; 104 | 89573 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 72 | 62715 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | &nbsp;&nbsp;&nbsp; 148 | 135664 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/21/35 | &nbsp;&nbsp;&nbsp; 40 | 41664 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 177 | 187902 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 92 | 103437 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 365 | 405940 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp;&nbsp; 65 | 65202 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 | &nbsp;&nbsp;&nbsp; 178 | 153263 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25052 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/28/48 | &nbsp;&nbsp;&nbsp; 282 | 261232 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 | &nbsp;&nbsp;&nbsp; 65 | 61447 |
|  |  | 25158831 |
| **Forest Products & Paper — 0.2%** | **Forest Products & Paper — 0.2%** | **Forest Products & Paper — 0.2%** |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48 | &nbsp;&nbsp;&nbsp; 148 | 121485 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | &nbsp;&nbsp;&nbsp; 244 | 203994 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | &nbsp;&nbsp;&nbsp; 208 | 187084 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/35 | &nbsp;&nbsp;&nbsp; 250 | 251087 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 | &nbsp;&nbsp;&nbsp; 75 | 69859 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 213 | 221289 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/15/39 | &nbsp;&nbsp;&nbsp; 135 | 158964 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 277 | 247671 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 344 | 323833 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 452 | 453461 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 463 | 476912 |
|  |  | 2715639 |
| **Gas — 1.0%** | **Gas — 1.0%** | **Gas — 1.0%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 | &nbsp;&nbsp;&nbsp; 25 | 23771 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/15/52 | &nbsp;&nbsp;&nbsp; 190 | 120671 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; 15 | 14826 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | &nbsp;&nbsp;&nbsp; 297 | 214231 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 | &nbsp;&nbsp;&nbsp; 188 | 161283 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | &nbsp;&nbsp;&nbsp; 222 | 181497 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | &nbsp;&nbsp;&nbsp; 39 | 33628 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | &nbsp;&nbsp;&nbsp; 195 | 165616 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/54 | &nbsp;&nbsp;&nbsp; 60 | 55731 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Gas (continued)** | **Gas (continued)** | **Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $60 | $62216 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 | &nbsp;&nbsp;&nbsp; 210 | 207326 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/41 | &nbsp;&nbsp;&nbsp; 43 | 44605 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/31 | &nbsp;&nbsp;&nbsp; 129 | 117927 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/27 | &nbsp;&nbsp;&nbsp; 425 | 422639 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; 65 | 65633 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 35 | 36215 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26323 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 55 | 48182 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 310 | 280096 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 | &nbsp;&nbsp;&nbsp; 1055 | 1092801 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/35 | &nbsp;&nbsp;&nbsp; 330 | 338907 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/30/33 | &nbsp;&nbsp;&nbsp; 236 | 245289 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/55 | &nbsp;&nbsp;&nbsp; 925 | 938546 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 | &nbsp;&nbsp;&nbsp; 75 | 78773 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/31/55, (5-year CMT + 2.52%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 449218 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/30/54, (5-year CMT + 2.45%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 124946 |
| &nbsp;&nbsp;&nbsp; Northwest Natural Holding Co., 7.00%, 09/15/55, <br> (5-year CMT + 2.70%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 25964 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1845 | 1695232 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/32 | &nbsp;&nbsp;&nbsp; 650 | 644809 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 213 | 184845 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | &nbsp;&nbsp;&nbsp; 138 | 125139 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 | &nbsp;&nbsp;&nbsp; 965 | 995872 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 590 | 536849 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 | &nbsp;&nbsp;&nbsp; 185 | 130015 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | &nbsp;&nbsp;&nbsp; 243 | 220760 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/35 | &nbsp;&nbsp;&nbsp; 60 | 61399 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 | &nbsp;&nbsp;&nbsp; 50 | 52318 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/40 | &nbsp;&nbsp;&nbsp; 90 | 89302 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/55 | &nbsp;&nbsp;&nbsp; 160 | 167644 |
| &nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; 264 | 214621 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | &nbsp;&nbsp;&nbsp; 276 | 230422 |
| &nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | &nbsp;&nbsp;&nbsp; 295 | 229380 |
| &nbsp;&nbsp;&nbsp; Series XX, 2.55%, 02/01/30 | &nbsp;&nbsp;&nbsp; 37 | 34882 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.18%, 08/15/51 | &nbsp;&nbsp;&nbsp; 90 | 62688 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 35 | 34676 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/29/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 174 | 134349 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 166 | 134762 |
| &nbsp;&nbsp;&nbsp; Spire Inc., 6.45%, 06/01/56, (5-year CMT + <br> 2.32%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 300 | 299933 |
| Spire Missouri Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/51 | &nbsp;&nbsp;&nbsp; 470 | 326094 |
| &nbsp;&nbsp;&nbsp; Series 2034, 5.15%, 08/15/34 | &nbsp;&nbsp;&nbsp; 265 | 274236 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/49 | &nbsp;&nbsp;&nbsp; 357 | 264958 |
| &nbsp;&nbsp;&nbsp; Series K, 3.80%, 09/15/46 | &nbsp;&nbsp;&nbsp; 80 | 62544 |
|  |  | 12784589 |
| **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 | &nbsp;&nbsp;&nbsp; 15 | 10436 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 40 | 39636 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 12596 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Hand & Machine Tools (continued)** | **Hand & Machine Tools (continued)** | **Hand & Machine Tools (continued)** |
| Stanley Black & Decker Inc., 2.30%, 03/15/30 | &nbsp;&nbsp;&nbsp; $35 | $31951 |
|  |  | 94619 |
| **Health Care - Products — 1.1%** | **Health Care - Products — 1.1%** | **Health Care - Products — 1.1%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/30/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 406001 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 | &nbsp;&nbsp;&nbsp; 101 | 96717 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 | &nbsp;&nbsp;&nbsp; 93 | 96993 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/39 | &nbsp;&nbsp;&nbsp; 143 | 160069 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/30/37 | &nbsp;&nbsp;&nbsp; 170 | 192629 |
| Agilent Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 | &nbsp;&nbsp;&nbsp; 105 | 95084 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 | &nbsp;&nbsp;&nbsp; 752 | 715381 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/09/34 | &nbsp;&nbsp;&nbsp; 80 | 80277 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 | &nbsp;&nbsp;&nbsp; 300 | 262308 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 492 | 316518 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 255 | 185130 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 | &nbsp;&nbsp;&nbsp; 30 | 28934 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 313 | 287266 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/15/35 | &nbsp;&nbsp;&nbsp; 115 | 129502 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/40 | &nbsp;&nbsp;&nbsp; 108 | 132202 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 | &nbsp;&nbsp;&nbsp; 310 | 193448 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | &nbsp;&nbsp;&nbsp; 543 | 349571 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 192 | 170940 |
| Dentsply Sirona Inc., 3.25%, 06/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 634 | 585597 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 | &nbsp;&nbsp;&nbsp; 116 | 110046 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 308 | 255335 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | &nbsp;&nbsp;&nbsp; 403 | 298718 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2920 | 2931366 |
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies Inc., 6.38%, <br> 11/22/52<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 253 | 280440 |
| Medtronic Inc., 4.63%, 03/15/45 | &nbsp;&nbsp;&nbsp; 387 | 357946 |
| Revvity Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 | &nbsp;&nbsp;&nbsp; 805 | 710504 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 640 | 579159 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 | &nbsp;&nbsp;&nbsp; 55 | 53077 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/51 | &nbsp;&nbsp;&nbsp; 201 | 144630 |
| Smith & Nephew PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.03%, 10/14/30 | &nbsp;&nbsp;&nbsp; 523 | 470201 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/34 | &nbsp;&nbsp;&nbsp; 111 | 115867 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 | &nbsp;&nbsp;&nbsp; 120 | 125445 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/30/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 141 | 144697 |
| STERIS Irish FinCo Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | &nbsp;&nbsp;&nbsp; 1406 | 1295126 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/51 | &nbsp;&nbsp;&nbsp; 402 | 300879 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | &nbsp;&nbsp;&nbsp; 128 | 86013 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | &nbsp;&nbsp;&nbsp; 104 | 89850 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/44 | &nbsp;&nbsp;&nbsp; 152 | 134286 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | &nbsp;&nbsp;&nbsp; 256 | 231816 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 | &nbsp;&nbsp;&nbsp; 302 | 255834 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 | &nbsp;&nbsp;&nbsp; 40 | 41494 |
| &nbsp;&nbsp;&nbsp; 5.09%, 08/10/33 | &nbsp;&nbsp;&nbsp; 10 | 10431 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 | &nbsp;&nbsp;&nbsp; 134 | 134112 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/10/43 | &nbsp;&nbsp;&nbsp; 30 | 30546 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Products (continued)** | **Health Care - Products (continued)** | **Health Care - Products (continued)** |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/24/31 | &nbsp;&nbsp;&nbsp; $625 | $564853 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 | &nbsp;&nbsp;&nbsp; 161 | 141522 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | &nbsp;&nbsp;&nbsp; 50 | 51315 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/35 | &nbsp;&nbsp;&nbsp; 50 | 52222 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/39 | &nbsp;&nbsp;&nbsp; 145 | 152342 |
|  |  | 14634639 |
| **Health Care - Services — 3.4%** | **Health Care - Services — 3.4%** | **Health Care - Services — 3.4%** |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/47 | &nbsp;&nbsp;&nbsp; 20 | 15231 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/42 | &nbsp;&nbsp;&nbsp; 91 | 72581 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 | &nbsp;&nbsp;&nbsp; 124 | 107487 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 | &nbsp;&nbsp;&nbsp; 226 | 249456 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 | &nbsp;&nbsp;&nbsp; 162 | 180918 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 602 | 560580 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 | &nbsp;&nbsp;&nbsp; 608 | 524296 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 | &nbsp;&nbsp;&nbsp; 659 | 564967 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 | &nbsp;&nbsp;&nbsp; 460 | 410404 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 | &nbsp;&nbsp;&nbsp; 295 | 271160 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp; 257 | 253949 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | &nbsp;&nbsp;&nbsp; 1223 | 1183736 |
| Cigna Group (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 446 | 414486 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 35 | 27907 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | &nbsp;&nbsp;&nbsp; 297 | 211201 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | &nbsp;&nbsp;&nbsp; 334 | 235091 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | &nbsp;&nbsp;&nbsp; 328 | 256192 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | &nbsp;&nbsp;&nbsp; 1155 | 1165863 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | &nbsp;&nbsp;&nbsp; 407 | 393581 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | &nbsp;&nbsp;&nbsp; 299 | 269785 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | &nbsp;&nbsp;&nbsp; 773 | 701728 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | &nbsp;&nbsp;&nbsp; 40 | 41112 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/31 | &nbsp;&nbsp;&nbsp; 40 | 41441 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/34 | &nbsp;&nbsp;&nbsp; 610 | 631526 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/33 | &nbsp;&nbsp;&nbsp; 265 | 277606 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 290758 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/41 | &nbsp;&nbsp;&nbsp; 172 | 183769 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 495 | 455657 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 77 | 70411 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 | &nbsp;&nbsp;&nbsp; 588 | 561091 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | &nbsp;&nbsp;&nbsp; 145 | 96354 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | &nbsp;&nbsp;&nbsp; 225 | 162471 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | &nbsp;&nbsp;&nbsp; 1007 | 1000075 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | &nbsp;&nbsp;&nbsp; 225 | 166802 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; 175 | 174624 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | &nbsp;&nbsp;&nbsp; 626 | 626447 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 | &nbsp;&nbsp;&nbsp; 385 | 375680 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | &nbsp;&nbsp;&nbsp; 311 | 260985 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | &nbsp;&nbsp;&nbsp; 199 | 171131 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | &nbsp;&nbsp;&nbsp; 91 | 76487 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/15/32 | &nbsp;&nbsp;&nbsp; 175 | 175119 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | &nbsp;&nbsp;&nbsp; 283 | 256005 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | &nbsp;&nbsp;&nbsp; 286 | 258366 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | &nbsp;&nbsp;&nbsp; 243 | 216335 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/30 | &nbsp;&nbsp;&nbsp; 195 | 199117 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/33 | &nbsp;&nbsp;&nbsp; 262 | 264053 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 | &nbsp;&nbsp;&nbsp; 180 | 184479 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 175 | 175291 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | &nbsp;&nbsp;&nbsp; 214 | 203603 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 | &nbsp;&nbsp;&nbsp; $85 | $77693 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 210 | 216578 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 | &nbsp;&nbsp;&nbsp; 245 | 251054 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 255 | 264525 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 330 | 348195 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 78 | 76681 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 148420 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 247902 |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/36 | &nbsp;&nbsp;&nbsp; 199 | 212073 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 190 | 188489 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/15/34 | &nbsp;&nbsp;&nbsp; 159 | 170908 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | &nbsp;&nbsp;&nbsp; 60 | 62581 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/37 | &nbsp;&nbsp;&nbsp; 142 | 155893 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | &nbsp;&nbsp;&nbsp; 40 | 35861 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 302 | 291050 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | &nbsp;&nbsp;&nbsp; 427 | 297479 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | &nbsp;&nbsp;&nbsp; 149 | 141314 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | &nbsp;&nbsp;&nbsp; 729 | 727728 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 | &nbsp;&nbsp;&nbsp; 667 | 668556 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 | &nbsp;&nbsp;&nbsp; 391 | 326278 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | &nbsp;&nbsp;&nbsp; 316 | 309154 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | &nbsp;&nbsp;&nbsp; 521 | 480321 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 15 | 15702 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/34 | &nbsp;&nbsp;&nbsp; 40 | 41553 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 714 | 749111 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 409 | 393423 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | &nbsp;&nbsp;&nbsp; 225 | 235676 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/35 | &nbsp;&nbsp;&nbsp; 90 | 95017 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | &nbsp;&nbsp;&nbsp; 235 | 244918 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | &nbsp;&nbsp;&nbsp; 255 | 254198 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | &nbsp;&nbsp;&nbsp; 151 | 151977 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 225 | 228330 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 | &nbsp;&nbsp;&nbsp; 193 | 195760 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 | &nbsp;&nbsp;&nbsp; 160 | 166711 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 | &nbsp;&nbsp;&nbsp; 250 | 240110 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 | &nbsp;&nbsp;&nbsp; 50 | 49056 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 | &nbsp;&nbsp;&nbsp; 173 | 130483 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | &nbsp;&nbsp;&nbsp; 249 | 217051 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | &nbsp;&nbsp;&nbsp; 227 | 195261 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 | &nbsp;&nbsp;&nbsp; 129 | 130794 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | &nbsp;&nbsp;&nbsp; 346 | 308511 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 | &nbsp;&nbsp;&nbsp; 410 | 424153 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 5 | 4626 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 | &nbsp;&nbsp;&nbsp; 270 | 277189 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 153 | 146390 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 220 | 232217 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 425 | 448672 |
| ICON Investments Six DAC, 6.00%, 05/08/34 | &nbsp;&nbsp;&nbsp; 572 | 604158 |
| IQVIA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 657 | 677779 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 337438 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 | &nbsp;&nbsp;&nbsp; 520 | 477955 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 130 | 123870 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | &nbsp;&nbsp;&nbsp; 85 | 84482 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 35 | 35101 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 105 | 105340 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/45 | &nbsp;&nbsp;&nbsp; 436 | 394057 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 | &nbsp;&nbsp;&nbsp; 95 | 94594 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $933 | $862832 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/30/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 903 | 856298 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 | &nbsp;&nbsp;&nbsp; 580 | 582416 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | &nbsp;&nbsp;&nbsp; 40 | 40738 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/30/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 216 | 198141 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/34 | &nbsp;&nbsp;&nbsp; 120 | 122401 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 95 | 86924 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | &nbsp;&nbsp;&nbsp; 100 | 90412 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | &nbsp;&nbsp;&nbsp; 15 | 11373 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/29 | &nbsp;&nbsp;&nbsp; 251 | 241114 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | &nbsp;&nbsp;&nbsp; 330 | 205909 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | &nbsp;&nbsp;&nbsp; 366 | 252724 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 85 | 71789 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | &nbsp;&nbsp;&nbsp; 272 | 205784 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/28 | &nbsp;&nbsp;&nbsp; 186 | 185731 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/28 | &nbsp;&nbsp;&nbsp; 160 | 159678 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | &nbsp;&nbsp;&nbsp; 349 | 257105 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | &nbsp;&nbsp;&nbsp; 205 | 172440 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 265057 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 | &nbsp;&nbsp;&nbsp; 560 | 555508 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | &nbsp;&nbsp;&nbsp; 161 | 134167 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 490 | 493688 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | &nbsp;&nbsp;&nbsp; 60 | 52241 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 | &nbsp;&nbsp;&nbsp; 330 | 275092 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | &nbsp;&nbsp;&nbsp; 35 | 31340 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | &nbsp;&nbsp;&nbsp; 269 | 230368 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/33 | &nbsp;&nbsp;&nbsp; 430 | 428433 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 313 | 311813 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | &nbsp;&nbsp;&nbsp; 225 | 208562 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | &nbsp;&nbsp;&nbsp; 555 | 506866 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | &nbsp;&nbsp;&nbsp; 260 | 229573 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 | &nbsp;&nbsp;&nbsp; 5 | 5150 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/32 | &nbsp;&nbsp;&nbsp; 175 | 180156 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | &nbsp;&nbsp;&nbsp; 329 | 289398 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 | &nbsp;&nbsp;&nbsp; 529 | 541352 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/53 | &nbsp;&nbsp;&nbsp; 20 | 18421 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/15/34 | &nbsp;&nbsp;&nbsp; 730 | 754296 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | &nbsp;&nbsp;&nbsp; 70 | 64365 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 | &nbsp;&nbsp;&nbsp; 845 | 885942 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54 | &nbsp;&nbsp;&nbsp; 255 | 246444 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 | &nbsp;&nbsp;&nbsp; 95 | 95727 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 | &nbsp;&nbsp;&nbsp; 75 | 72181 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | &nbsp;&nbsp;&nbsp; 670 | 671076 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/40 | &nbsp;&nbsp;&nbsp; 128 | 135195 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | &nbsp;&nbsp;&nbsp; 570 | 571530 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | &nbsp;&nbsp;&nbsp; 149 | 160172 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | &nbsp;&nbsp;&nbsp; 307 | 315920 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | &nbsp;&nbsp;&nbsp; 140 | 149905 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 298548 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/37 | &nbsp;&nbsp;&nbsp; 136 | 153665 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/37 | &nbsp;&nbsp;&nbsp; 199 | 227627 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 268 | 312502 |
|  |  | 44353879 |
| **Holding Companies - Diversified — 0.2%** | **Holding Companies - Diversified — 0.2%** | **Holding Companies - Diversified — 0.2%** |
| HA Sustainable Infrastructure Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/31 | &nbsp;&nbsp;&nbsp; 880 | 903414 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/01/34 | &nbsp;&nbsp;&nbsp; 559 | 571283 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 | &nbsp;&nbsp;&nbsp; 155 | 160873 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** |
| &nbsp;&nbsp;&nbsp; North Haven Private Income Fund LLC, 5.75%, <br> 02/01/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $1035 | $1035834 |
|  |  | 2671404 |
| **Home Builders — 0.1%** | **Home Builders — 0.1%** | **Home Builders — 0.1%** |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 132 | 142797 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 132 | 145134 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32 | &nbsp;&nbsp;&nbsp; 94 | 110156 |
| Sekisui House U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 148 | 132041 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 49 | 47389 |
| &nbsp;&nbsp;&nbsp; 3.97%, 08/06/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 72 | 49355 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 | &nbsp;&nbsp;&nbsp; 102 | 95663 |
| Toll Brothers Finance Corp., 4.35%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 357 | 358483 |
|  |  | 1081018 |
| **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 52 | 50995 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 192 | 124720 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 240 | 235970 |
|  |  | 411685 |
| **Household Products & Wares — 0.8%** | **Household Products & Wares — 0.8%** | **Household Products & Wares — 0.8%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 | &nbsp;&nbsp;&nbsp; 332 | 291197 |
| &nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 | &nbsp;&nbsp;&nbsp; 151 | 141332 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/06/28 | &nbsp;&nbsp;&nbsp; 127 | 129639 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | &nbsp;&nbsp;&nbsp; 277 | 293936 |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 | &nbsp;&nbsp;&nbsp; 55 | 54367 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | &nbsp;&nbsp;&nbsp; 30 | 24274 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 312 | 289756 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 150 | 160119 |
| Clorox Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1692 | 1527521 |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 | &nbsp;&nbsp;&nbsp; 1191 | 1173936 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 | &nbsp;&nbsp;&nbsp; 1072 | 1071609 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/29 | &nbsp;&nbsp;&nbsp; 433 | 437787 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 685 | 693223 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 | &nbsp;&nbsp;&nbsp; 400 | 381716 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 | &nbsp;&nbsp;&nbsp; 201 | 133969 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | &nbsp;&nbsp;&nbsp; 381 | 367196 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1579 | 1543318 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 | &nbsp;&nbsp;&nbsp; 175 | 140591 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 | &nbsp;&nbsp;&nbsp; 401 | 403042 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/16/33 | &nbsp;&nbsp;&nbsp; 690 | 702173 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | &nbsp;&nbsp;&nbsp; 173 | 175553 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/01/37 | &nbsp;&nbsp;&nbsp; 419 | 489493 |
|  |  | 10625747 |
| **Insurance — 3.3%** | **Insurance — 3.3%** | **Insurance — 3.3%** |
| ACE Capital Trust II, Series N, 9.70%, 04/01/30 | &nbsp;&nbsp;&nbsp; 65 | 78156 |
| &nbsp;&nbsp;&nbsp; Aegon Ltd., 5.50%, 04/11/48, (6-mo. SOFR US + <br> 3.97%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 993 | 1003914 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 67 | 65944 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | &nbsp;&nbsp;&nbsp; 42 | 37619 |
| Alleghany Corp., 4.90%, 09/15/44 | &nbsp;&nbsp;&nbsp; 9 | 8372 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/33 | &nbsp;&nbsp;&nbsp; 266 | 278195 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/09/35 | &nbsp;&nbsp;&nbsp; 81 | 85379 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/67, (3-mo. SOFR US + 2.38%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $210 | $220789 |
| American Financial Group Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 74 | 62805 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5242 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 | &nbsp;&nbsp;&nbsp; 180 | 169559 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | &nbsp;&nbsp;&nbsp; 280 | 236399 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | &nbsp;&nbsp;&nbsp; 185 | 164714 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48 | &nbsp;&nbsp;&nbsp; 25 | 22443 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/10/45 | &nbsp;&nbsp;&nbsp; 35 | 32091 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 | &nbsp;&nbsp;&nbsp; 45 | 46536 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 140 | 132038 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 | &nbsp;&nbsp;&nbsp; 80 | 79016 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 74 | 74967 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/30/40 | &nbsp;&nbsp;&nbsp; 50 | 55214 |
| &nbsp;&nbsp;&nbsp; 8.21%, 01/01/27 | &nbsp;&nbsp;&nbsp; 10 | 10409 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 | &nbsp;&nbsp;&nbsp; 115 | 104035 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 | &nbsp;&nbsp;&nbsp; 290 | 298333 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/28/33 | &nbsp;&nbsp;&nbsp; 165 | 172403 |
| Aon Global Ltd., 4.75%, 05/15/45 | &nbsp;&nbsp;&nbsp; 22 | 19772 |
| Aon North America Inc., 5.75%, 03/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 303548 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 | &nbsp;&nbsp;&nbsp; 160 | 152010 |
| Arch Capital Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.64%, 06/30/50 | &nbsp;&nbsp;&nbsp; 145 | 109675 |
| &nbsp;&nbsp;&nbsp; 7.35%, 05/01/34 | &nbsp;&nbsp;&nbsp; 49 | 57436 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | &nbsp;&nbsp;&nbsp; 32 | 30916 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/09/31 | &nbsp;&nbsp;&nbsp; 75 | 66975 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 | &nbsp;&nbsp;&nbsp; 221 | 141770 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | &nbsp;&nbsp;&nbsp; 110 | 78094 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/02/33 | &nbsp;&nbsp;&nbsp; 160 | 167231 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 | &nbsp;&nbsp;&nbsp; 135 | 131142 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24862 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | &nbsp;&nbsp;&nbsp; 175 | 174131 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 | &nbsp;&nbsp;&nbsp; 110 | 123133 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 400 | 354449 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 | &nbsp;&nbsp;&nbsp; 1924 | 1873840 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 1311 | 1327559 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/36 | &nbsp;&nbsp;&nbsp; 185 | 188301 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty U.S. Holdings Inc., 3.15%, <br> 06/15/31<br>| &nbsp;&nbsp;&nbsp; 55 | 51900 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 94 | 60831 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/25/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 25407 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 | &nbsp;&nbsp;&nbsp; 96 | 95731 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/03/30 | &nbsp;&nbsp;&nbsp; 137 | 145277 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/54, (5-year CMT + 2.61%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 97499 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/33 | &nbsp;&nbsp;&nbsp; 30 | 32430 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/28/55, (5-year CMT + 2.58%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24498 |
| AXA SA, 8.60%, 12/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2209 | 2614407 |
| Axis Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/15/29 | &nbsp;&nbsp;&nbsp; 52 | 51337 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/40, (5-year CMT + 3.19%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 115741 |
| Axis Specialty Finance PLC, 4.00%, 12/06/27 | &nbsp;&nbsp;&nbsp; 55 | 54773 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 | &nbsp;&nbsp;&nbsp; 45 | 40089 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/15/32 | &nbsp;&nbsp;&nbsp; 265 | 249005 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | &nbsp;&nbsp;&nbsp; 205 | 161531 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | &nbsp;&nbsp;&nbsp; $291 | $248339 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 | &nbsp;&nbsp;&nbsp; 161 | 138492 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/40 | &nbsp;&nbsp;&nbsp; 167 | 182926 |
| Brighthouse Financial Inc., 4.70%, 06/22/47 | &nbsp;&nbsp;&nbsp; 163 | 121973 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | &nbsp;&nbsp;&nbsp; 215 | 208007 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45174 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52 | &nbsp;&nbsp;&nbsp; 34 | 29816 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/23/55 | &nbsp;&nbsp;&nbsp; 70 | 73378 |
| Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | &nbsp;&nbsp;&nbsp; 115 | 126024 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | &nbsp;&nbsp;&nbsp; 156 | 177314 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 | &nbsp;&nbsp;&nbsp; 20 | 17629 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 116 | 75765 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 | &nbsp;&nbsp;&nbsp; 143 | 89856 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | &nbsp;&nbsp;&nbsp; 45 | 39385 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | &nbsp;&nbsp;&nbsp; 220 | 195024 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36 | &nbsp;&nbsp;&nbsp; 44 | 50860 |
| Cincinnati Financial Corp., 6.13%, 11/01/34 | &nbsp;&nbsp;&nbsp; 55 | 59493 |
| CNO Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 | &nbsp;&nbsp;&nbsp; 503 | 512374 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/15/34 | &nbsp;&nbsp;&nbsp; 259 | 274619 |
| &nbsp;&nbsp;&nbsp; Enstar Finance LLC, 5.50%, 01/15/42, (5-year CMT <br> + 4.01%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 60 | 59212 |
| Enstar Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/01/31 | &nbsp;&nbsp;&nbsp; 45 | 40573 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17 | 17206 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | &nbsp;&nbsp;&nbsp; 288 | 289194 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 196 | 177817 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/28/55, (5-year CMT + 2.39%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 171883 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | &nbsp;&nbsp;&nbsp; 197 | 126159 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 | &nbsp;&nbsp;&nbsp; 45 | 31745 |
| &nbsp;&nbsp;&nbsp; 4.87%, 06/01/44 | &nbsp;&nbsp;&nbsp; 30 | 27096 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 | &nbsp;&nbsp;&nbsp; 25 | 23551 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 | &nbsp;&nbsp;&nbsp; 135 | 141164 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/20/55 | &nbsp;&nbsp;&nbsp; 245 | 263873 |
| Fidelity National Financial Inc., 2.45%, 03/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 57 | 50945 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 | &nbsp;&nbsp;&nbsp; 5 | 4383 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 390 | 378264 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/19/29 | &nbsp;&nbsp;&nbsp; 535 | 510817 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/51 | &nbsp;&nbsp;&nbsp; 255 | 166696 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | &nbsp;&nbsp;&nbsp; 76 | 57505 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | &nbsp;&nbsp;&nbsp; 152 | 133100 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | &nbsp;&nbsp;&nbsp; 188 | 162700 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | &nbsp;&nbsp;&nbsp; 986 | 1076096 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | &nbsp;&nbsp;&nbsp; 153 | 165757 |
| Jackson Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 | &nbsp;&nbsp;&nbsp; 131 | 119289 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/23/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 60160 |
| Kemper Corp., 3.80%, 02/23/32 | &nbsp;&nbsp;&nbsp; 25 | 23089 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28624 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 | &nbsp;&nbsp;&nbsp; 55 | 52145 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/12/26 | &nbsp;&nbsp;&nbsp; 41 | 40812 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | &nbsp;&nbsp;&nbsp; 115 | 114254 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | &nbsp;&nbsp;&nbsp; $49 | $39602 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/09/37 | &nbsp;&nbsp;&nbsp; 70 | 75432 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/40 | &nbsp;&nbsp;&nbsp; 68 | 77081 |
| Loews Corp., 6.00%, 02/01/35 | &nbsp;&nbsp;&nbsp; 35 | 37991 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 | &nbsp;&nbsp;&nbsp; 410 | 394708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 02/24/32, (5-year USD ICE Swap <br> +1.65%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1501 | 1493890 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/04/46 | &nbsp;&nbsp;&nbsp; 263 | 263534 |
| Markel Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/17/29 | &nbsp;&nbsp;&nbsp; 27 | 26067 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | &nbsp;&nbsp;&nbsp; 140 | 96649 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | &nbsp;&nbsp;&nbsp; 59 | 46343 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | &nbsp;&nbsp;&nbsp; 47 | 42283 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | &nbsp;&nbsp;&nbsp; 111 | 114089 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | &nbsp;&nbsp;&nbsp; 227 | 207347 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 299 | 250681 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | &nbsp;&nbsp;&nbsp; 246 | 211840 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 663 | 670674 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | &nbsp;&nbsp;&nbsp; 115 | 116347 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 220 | 224492 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | &nbsp;&nbsp;&nbsp; 30 | 29200 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 | &nbsp;&nbsp;&nbsp; 185 | 189930 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | &nbsp;&nbsp;&nbsp; 231 | 211859 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 300 | 305306 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | &nbsp;&nbsp;&nbsp; 110 | 108918 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 10 | 10536 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | &nbsp;&nbsp;&nbsp; 525 | 513528 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | &nbsp;&nbsp;&nbsp; 10 | 10223 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 464 | 505111 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | &nbsp;&nbsp;&nbsp; 284 | 236765 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | &nbsp;&nbsp;&nbsp; 326 | 280294 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 89 | 90957 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | &nbsp;&nbsp;&nbsp; 189 | 171106 |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | &nbsp;&nbsp;&nbsp; 200 | 183314 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | &nbsp;&nbsp;&nbsp; 269 | 252140 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 86998 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 | &nbsp;&nbsp;&nbsp; 282 | 294268 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33 | &nbsp;&nbsp;&nbsp; 15 | 15834 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | &nbsp;&nbsp;&nbsp; 108 | 115817 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | &nbsp;&nbsp;&nbsp; 155 | 163942 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 84 | 94503 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/66 | &nbsp;&nbsp;&nbsp; 529 | 555584 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/32 | &nbsp;&nbsp;&nbsp; 90 | 101451 |
| &nbsp;&nbsp;&nbsp; 10.75%, 08/01/69 | &nbsp;&nbsp;&nbsp; 349 | 464684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, 6.35%, 03/15/55, (5-year CMT + <br> 2.08%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 36960 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 | &nbsp;&nbsp;&nbsp; 127 | 124977 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | &nbsp;&nbsp;&nbsp; 172 | 147229 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/43 | &nbsp;&nbsp;&nbsp; 153 | 133863 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | &nbsp;&nbsp;&nbsp; 132 | 120866 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 148 | 161868 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/27 | &nbsp;&nbsp;&nbsp; 64 | 63011 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 110 | 101987 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 | &nbsp;&nbsp;&nbsp; 1015 | 980457 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | &nbsp;&nbsp;&nbsp; 75 | 60133 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | &nbsp;&nbsp;&nbsp; 161 | 129343 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; $65 | $65169 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | &nbsp;&nbsp;&nbsp; 217 | 183171 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 167 | 141626 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | &nbsp;&nbsp;&nbsp; 132 | 117170 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/33 | &nbsp;&nbsp;&nbsp; 100 | 103019 |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/01/32 | &nbsp;&nbsp;&nbsp; 85 | 94767 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1040 | 1125631 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/10/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 407 | 378022 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | &nbsp;&nbsp;&nbsp; 55 | 43206 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/50, (5-year CMT + 3.04%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 176690 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | &nbsp;&nbsp;&nbsp; 385 | 291470 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 | &nbsp;&nbsp;&nbsp; 225 | 224922 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | &nbsp;&nbsp;&nbsp; 186 | 148934 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | &nbsp;&nbsp;&nbsp; 364 | 287555 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | &nbsp;&nbsp;&nbsp; 251 | 211894 |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/27/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 77 | 66192 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/47, (3-mo. SOFR US + 2.64%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 518 | 511206 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 252 | 226313 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/52, (5-year CMT + 3.16%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 232891 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35 | &nbsp;&nbsp;&nbsp; 210 | 216248 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 | &nbsp;&nbsp;&nbsp; 230 | 246005 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/48, (3-mo. SOFR US + 2.93%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 78 | 78800 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/33 | &nbsp;&nbsp;&nbsp; 261 | 282590 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/52, (5-year CMT + 3.23%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 326192 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/54, (5-year CMT + 2.40%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 273691 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/01/37 | &nbsp;&nbsp;&nbsp; 258 | 295611 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/21/40 | &nbsp;&nbsp;&nbsp; 201 | 232395 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/53, (5-year CMT + 2.85%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 87 | 92507 |
| Prudential Funding Asia PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 194 | 186175 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 517 | 492338 |
| Reinsurance Group of America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 | &nbsp;&nbsp;&nbsp; 91 | 90069 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/33 | &nbsp;&nbsp;&nbsp; 50 | 53514 |
| &nbsp;&nbsp;&nbsp; 6.65%, 09/15/55, (5-year CMT + 2.39%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61743 |
| RenaissanceRe Holdings Ltd., 5.75%, 06/05/33 | &nbsp;&nbsp;&nbsp; 5 | 5253 |
| Selective Insurance Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 160 | 148585 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/35 | &nbsp;&nbsp;&nbsp; 70 | 73366 |
| &nbsp;&nbsp;&nbsp; Stewart Information Services Corp., 3.60%, <br> 11/15/31<br>| &nbsp;&nbsp;&nbsp; 1053 | 942759 |
| Transatlantic Holdings Inc., 8.00%, 11/30/39 | &nbsp;&nbsp;&nbsp; 10 | 12728 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 | &nbsp;&nbsp;&nbsp; 59 | 36428 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 121 | 96379 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | &nbsp;&nbsp;&nbsp; 253 | 208459 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 | &nbsp;&nbsp;&nbsp; 262 | 215683 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | &nbsp;&nbsp;&nbsp; 165 | 136105 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | &nbsp;&nbsp;&nbsp; 174 | 151024 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | &nbsp;&nbsp;&nbsp; 195 | 177525 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | &nbsp;&nbsp;&nbsp; 313 | 321311 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 266 | 298024 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | &nbsp;&nbsp;&nbsp; 174 | 201884 |
| &nbsp;&nbsp;&nbsp; Travelers Property Casualty Corp., 6.38%, <br> 03/15/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 262 | 296551 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 60 | 59402 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 | &nbsp;&nbsp;&nbsp; 65 | 49860 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 | &nbsp;&nbsp;&nbsp; 95 | 77618 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 75 | 75267 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; $226 | $215246 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | &nbsp;&nbsp;&nbsp; 197 | 149514 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 118 | 118924 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | &nbsp;&nbsp;&nbsp; 151 | 138262 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 | &nbsp;&nbsp;&nbsp; 20 | 20777 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | &nbsp;&nbsp;&nbsp; 260 | 263408 |
| XL Group Ltd., 5.25%, 12/15/43 | &nbsp;&nbsp;&nbsp; 430 | 411258 |
|  |  | 43671767 |
| **Internet — 0.9%** | **Internet — 0.9%** | **Internet — 0.9%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/09/31 | &nbsp;&nbsp;&nbsp; 251 | 228935 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/09/41 | &nbsp;&nbsp;&nbsp; 90 | 66892 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 | &nbsp;&nbsp;&nbsp; 373 | 261024 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 | &nbsp;&nbsp;&nbsp; 278 | 185712 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/06/37 | &nbsp;&nbsp;&nbsp; 250 | 231929 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 | &nbsp;&nbsp;&nbsp; 309 | 264384 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/06/57 | &nbsp;&nbsp;&nbsp; 240 | 205157 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 | &nbsp;&nbsp;&nbsp; 206 | 205048 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/50 | &nbsp;&nbsp;&nbsp; 178 | 100884 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60 | &nbsp;&nbsp;&nbsp; 208 | 111097 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 | &nbsp;&nbsp;&nbsp; 300 | 308248 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 | &nbsp;&nbsp;&nbsp; 673 | 413813 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | &nbsp;&nbsp;&nbsp; 1025 | 596126 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | &nbsp;&nbsp;&nbsp; 587 | 404923 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | &nbsp;&nbsp;&nbsp; 477 | 315758 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 | &nbsp;&nbsp;&nbsp; 443 | 411431 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | &nbsp;&nbsp;&nbsp; 515 | 413522 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | &nbsp;&nbsp;&nbsp; 596 | 501348 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | &nbsp;&nbsp;&nbsp; 245 | 193727 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | &nbsp;&nbsp;&nbsp; 738 | 610535 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/32 | &nbsp;&nbsp;&nbsp; 215 | 221727 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 310 | 321312 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 284934 |
| Baidu Inc., 2.38%, 08/23/31 | &nbsp;&nbsp;&nbsp; 200 | 182515 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | &nbsp;&nbsp;&nbsp; 379 | 282277 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | &nbsp;&nbsp;&nbsp; 284 | 236847 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 | &nbsp;&nbsp;&nbsp; 295 | 248428 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | &nbsp;&nbsp;&nbsp; 417 | 349586 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | &nbsp;&nbsp;&nbsp; 30 | 29038 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | &nbsp;&nbsp;&nbsp; 455 | 440096 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/55 | &nbsp;&nbsp;&nbsp; 1100 | 1096790 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 | &nbsp;&nbsp;&nbsp; 501 | 500235 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/65 | &nbsp;&nbsp;&nbsp; 1000 | 994598 |
| Uber Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | &nbsp;&nbsp;&nbsp; 50 | 49959 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/15/54 | &nbsp;&nbsp;&nbsp; 300 | 291074 |
|  |  | 11559909 |
| **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | &nbsp;&nbsp;&nbsp; 472 | 298440 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75025 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/48 | &nbsp;&nbsp;&nbsp; 125 | 108468 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/43 | &nbsp;&nbsp;&nbsp; 245 | 241554 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/37 | &nbsp;&nbsp;&nbsp; 238 | 267908 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Iron & Steel (continued)** | **Iron & Steel (continued)** | **Iron & Steel (continued)** |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | &nbsp;&nbsp;&nbsp; $141 | $97856 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 | &nbsp;&nbsp;&nbsp; 46 | 44486 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/28 | &nbsp;&nbsp;&nbsp; 150 | 149640 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 130 | 133553 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31245 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 86491 |
|  |  | 1534666 |
| **Leisure Time — 0.1%** | **Leisure Time — 0.1%** | **Leisure Time — 0.1%** |
| Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 107 | 102266 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/52 | &nbsp;&nbsp;&nbsp; 152 | 122892 |
| Harley-Davidson Inc., 4.63%, 07/28/45 | &nbsp;&nbsp;&nbsp; 511 | 420634 |
|  |  | 645792 |
| **Lodging — 0.2%** | **Lodging — 0.2%** | **Lodging — 0.2%** |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 | &nbsp;&nbsp;&nbsp; 62 | 59925 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 102 | 96502 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 340 | 349357 |
| Hyatt Hotels Corp., 5.75%, 04/23/30 | &nbsp;&nbsp;&nbsp; 81 | 84767 |
| Las Vegas Sands Corp., 6.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 65 | 68481 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 | &nbsp;&nbsp;&nbsp; 20 | 20800 |
| &nbsp;&nbsp;&nbsp; Series AA, 4.65%, 12/01/28 | &nbsp;&nbsp;&nbsp; 80 | 81322 |
| &nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 | &nbsp;&nbsp;&nbsp; 262 | 265943 |
| &nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 242 | 226465 |
| &nbsp;&nbsp;&nbsp; Series X, 4.00%, 04/15/28 | &nbsp;&nbsp;&nbsp; 15 | 15000 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/08/29 | &nbsp;&nbsp;&nbsp; 425 | 400910 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/31 | &nbsp;&nbsp;&nbsp; 404 | 369909 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/18/30 | &nbsp;&nbsp;&nbsp; 196 | 191810 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/08/28 | &nbsp;&nbsp;&nbsp; 490 | 497643 |
|  |  | 2728834 |
| **Machinery — 1.6%** | **Machinery — 1.6%** | **Machinery — 1.6%** |
| AGCO Corp., 5.80%, 03/21/34 | &nbsp;&nbsp;&nbsp; 562 | 587173 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/03/28 | &nbsp;&nbsp;&nbsp; 50 | 50618 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/07/27 | &nbsp;&nbsp;&nbsp; 25 | 25210 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 40 | 41122 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/29 | &nbsp;&nbsp;&nbsp; 5 | 4773 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 | &nbsp;&nbsp;&nbsp; 133 | 125906 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | &nbsp;&nbsp;&nbsp; 87 | 63248 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 72936 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | &nbsp;&nbsp;&nbsp; 231 | 196252 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 | &nbsp;&nbsp;&nbsp; 181 | 161177 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 | &nbsp;&nbsp;&nbsp; 583 | 524098 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/35 | &nbsp;&nbsp;&nbsp; 95 | 99430 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | &nbsp;&nbsp;&nbsp; 240 | 244530 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/35 | &nbsp;&nbsp;&nbsp; 160 | 169272 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 162649 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/08/27 | &nbsp;&nbsp;&nbsp; 70 | 70521 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 | &nbsp;&nbsp;&nbsp; 1665 | 1669379 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 | &nbsp;&nbsp;&nbsp; 960 | 968198 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | &nbsp;&nbsp;&nbsp; 85 | 86134 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 | &nbsp;&nbsp;&nbsp; 1340 | 1374078 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; 951 | 985506 |
| CNH Industrial NV, 3.85%, 11/15/27 | &nbsp;&nbsp;&nbsp; 2228 | 2222315 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49 | &nbsp;&nbsp;&nbsp; $135 | $92167 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 47 | 45400 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | &nbsp;&nbsp;&nbsp; 144 | 114728 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | &nbsp;&nbsp;&nbsp; 54 | 47071 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | &nbsp;&nbsp;&nbsp; 45 | 47483 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 | &nbsp;&nbsp;&nbsp; 100 | 106251 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 | &nbsp;&nbsp;&nbsp; 275 | 290293 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/03/31 | &nbsp;&nbsp;&nbsp; 170 | 193331 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/04/29 | &nbsp;&nbsp;&nbsp; 40 | 38314 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/15/35 | &nbsp;&nbsp;&nbsp; 140 | 147147 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 15 | 15177 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/32 | &nbsp;&nbsp;&nbsp; 30 | 26929 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 | &nbsp;&nbsp;&nbsp; 309 | 295352 |
| IDEX Corp., 2.63%, 06/15/31 | &nbsp;&nbsp;&nbsp; 260 | 238104 |
| Ingersoll Rand Inc., 5.70%, 06/15/54 | &nbsp;&nbsp;&nbsp; 105 | 106787 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/09/27 | &nbsp;&nbsp;&nbsp; 52 | 50672 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30 | &nbsp;&nbsp;&nbsp; 55 | 52012 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | &nbsp;&nbsp;&nbsp; 100 | 96213 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/06/28 | &nbsp;&nbsp;&nbsp; 95 | 93739 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | &nbsp;&nbsp;&nbsp; 85 | 83984 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/07/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 370 | 364033 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | &nbsp;&nbsp;&nbsp; 335 | 337589 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 76028 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/08/27 | &nbsp;&nbsp;&nbsp; 45 | 45346 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/14/28 | &nbsp;&nbsp;&nbsp; 20 | 20549 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 | &nbsp;&nbsp;&nbsp; 262 | 273027 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/08/33 | &nbsp;&nbsp;&nbsp; 415 | 436161 |
| &nbsp;&nbsp;&nbsp; Series 1, 5.05%, 06/12/34 | &nbsp;&nbsp;&nbsp; 634 | 658936 |
| nVent Finance SARL, 4.55%, 04/15/28 | &nbsp;&nbsp;&nbsp; 57 | 57348 |
| Oshkosh Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/30 | &nbsp;&nbsp;&nbsp; 1288 | 1231707 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 1267 | 1277466 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 89 | 63870 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/16/28 | &nbsp;&nbsp;&nbsp; 55 | 56748 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/61 | &nbsp;&nbsp;&nbsp; 205 | 121783 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 | &nbsp;&nbsp;&nbsp; 70 | 68948 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 112 | 94950 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp., 4.70%, <br> 09/15/28<br>| &nbsp;&nbsp;&nbsp; 51 | 51622 |
| Xylem Inc./New York |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/30/28 | &nbsp;&nbsp;&nbsp; 2000 | 1920773 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1761 | 1602900 |
|  |  | 20845463 |
| **Manufacturing — 0.9%** | **Manufacturing — 0.9%** | **Manufacturing — 0.9%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | &nbsp;&nbsp;&nbsp; 348 | 327908 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 2795 | 2744473 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 638 | 610826 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/14/28 | &nbsp;&nbsp;&nbsp; 1265 | 1256923 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 95 | 97442 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 1020 | 1055615 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 585 | 626343 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 56 | 55345 |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 | &nbsp;&nbsp;&nbsp; 16 | 13129 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Manufacturing (continued)** | **Manufacturing (continued)** | **Manufacturing (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/02/32 | &nbsp;&nbsp;&nbsp; $149 | $147023 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | &nbsp;&nbsp;&nbsp; 186 | 164102 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 59123 |
| Illinois Tool Works Inc., 3.90%, 09/01/42 | &nbsp;&nbsp;&nbsp; 114 | 97561 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | &nbsp;&nbsp;&nbsp; 73 | 71234 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 | &nbsp;&nbsp;&nbsp; 227 | 185372 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | &nbsp;&nbsp;&nbsp; 63 | 53003 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 71 | 69535 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | &nbsp;&nbsp;&nbsp; 71 | 63401 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 72 | 81185 |
| Pentair Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 981 | 988011 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/15/32 | &nbsp;&nbsp;&nbsp; 1340 | 1425879 |
| Teledyne Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 277 | 265635 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/31 | &nbsp;&nbsp;&nbsp; 1946 | 1804503 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | &nbsp;&nbsp;&nbsp; 27 | 25646 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; 10 | 9941 |
|  |  | 12299158 |
| **Media — 1.7%** | **Media — 1.7%** | **Media — 1.7%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/31 | &nbsp;&nbsp;&nbsp; 65 | 58360 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 | &nbsp;&nbsp;&nbsp; 400 | 256305 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 392 | 239569 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 | &nbsp;&nbsp;&nbsp; 458 | 300810 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 | &nbsp;&nbsp;&nbsp; 331 | 203421 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/01/33 | &nbsp;&nbsp;&nbsp; 235 | 221422 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | &nbsp;&nbsp;&nbsp; 415 | 277604 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 | &nbsp;&nbsp;&nbsp; 498 | 382342 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 | &nbsp;&nbsp;&nbsp; 186 | 149499 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 209 | 168709 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 | &nbsp;&nbsp;&nbsp; 173 | 160604 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 | &nbsp;&nbsp;&nbsp; 581 | 487254 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | &nbsp;&nbsp;&nbsp; 244 | 196368 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 | &nbsp;&nbsp;&nbsp; 491 | 429955 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 | &nbsp;&nbsp;&nbsp; 494 | 510706 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 | &nbsp;&nbsp;&nbsp; 695 | 667125 |
| &nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | &nbsp;&nbsp;&nbsp; 251 | 246465 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52 | &nbsp;&nbsp;&nbsp; 532 | 289288 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | &nbsp;&nbsp;&nbsp; 5 | 4712 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 | &nbsp;&nbsp;&nbsp; 437 | 224853 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | &nbsp;&nbsp;&nbsp; 165 | 98463 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | &nbsp;&nbsp;&nbsp; 861 | 519883 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | &nbsp;&nbsp;&nbsp; 1074 | 624925 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | &nbsp;&nbsp;&nbsp; 923 | 514797 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 114 | 97523 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | &nbsp;&nbsp;&nbsp; 114 | 90603 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | &nbsp;&nbsp;&nbsp; 211 | 150111 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | &nbsp;&nbsp;&nbsp; 341 | 234518 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | &nbsp;&nbsp;&nbsp; 86 | 72030 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | &nbsp;&nbsp;&nbsp; 70 | 61424 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | &nbsp;&nbsp;&nbsp; 393 | 302181 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | &nbsp;&nbsp;&nbsp; 206 | 159048 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 234 | 179983 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 472 | 357067 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | &nbsp;&nbsp;&nbsp; 439 | 328832 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 10 | 9600 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; $25 | $25046 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 55 | 53896 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4812 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | &nbsp;&nbsp;&nbsp; 200 | 188522 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 | &nbsp;&nbsp;&nbsp; 221 | 190260 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | &nbsp;&nbsp;&nbsp; 375 | 332432 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | &nbsp;&nbsp;&nbsp; 546 | 465688 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | &nbsp;&nbsp;&nbsp; 250 | 221344 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | &nbsp;&nbsp;&nbsp; 433 | 369142 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/15/37<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 110 | 109667 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 | &nbsp;&nbsp;&nbsp; 224 | 206591 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42169 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | &nbsp;&nbsp;&nbsp; 428 | 476261 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/35 | &nbsp;&nbsp;&nbsp; 245 | 274600 |
| &nbsp;&nbsp;&nbsp; 6.55%, 07/01/39 | &nbsp;&nbsp;&nbsp; 150 | 169366 |
| &nbsp;&nbsp;&nbsp; 6.95%, 08/15/37 | &nbsp;&nbsp;&nbsp; 231 | 267113 |
| &nbsp;&nbsp;&nbsp; 7.05%, 03/15/33 | &nbsp;&nbsp;&nbsp; 100 | 114859 |
| FactSet Research Systems Inc., 3.45%, 03/01/32 | &nbsp;&nbsp;&nbsp; 165 | 152896 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 | &nbsp;&nbsp;&nbsp; 41 | 41607 |
| &nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | &nbsp;&nbsp;&nbsp; 234 | 237157 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 404 | 393818 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 | &nbsp;&nbsp;&nbsp; 35 | 38785 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/45 | &nbsp;&nbsp;&nbsp; 250 | 176136 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/49 | &nbsp;&nbsp;&nbsp; 162 | 114262 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/31/46 | &nbsp;&nbsp;&nbsp; 235 | 188822 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/40 | &nbsp;&nbsp;&nbsp; 150 | 138255 |
| &nbsp;&nbsp;&nbsp; 8.50%, 03/11/32 | &nbsp;&nbsp;&nbsp; 30 | 33155 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | &nbsp;&nbsp;&nbsp; 60 | 51652 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; 110 | 114483 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/30/40 | &nbsp;&nbsp;&nbsp; 120 | 132177 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19654 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/29 | &nbsp;&nbsp;&nbsp; 42 | 41240 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/19/32 | &nbsp;&nbsp;&nbsp; 82 | 76401 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | &nbsp;&nbsp;&nbsp; 216 | 163333 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 | &nbsp;&nbsp;&nbsp; 98 | 74419 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 | &nbsp;&nbsp;&nbsp; 115 | 92080 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 49 | 38297 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 274 | 270472 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | &nbsp;&nbsp;&nbsp; 205 | 159534 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 | &nbsp;&nbsp;&nbsp; 104 | 84439 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/33 | &nbsp;&nbsp;&nbsp; 223 | 219636 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | &nbsp;&nbsp;&nbsp; 286 | 257264 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 | &nbsp;&nbsp;&nbsp; 67 | 61471 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | &nbsp;&nbsp;&nbsp; 243 | 255152 |
| &nbsp;&nbsp;&nbsp; 7.88%, 07/30/30 | &nbsp;&nbsp;&nbsp; 64 | 70920 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable Enterprises LLC, 8.38%, <br> 07/15/33<br>| &nbsp;&nbsp;&nbsp; 260 | 301294 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | &nbsp;&nbsp;&nbsp; 203 | 179808 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 | &nbsp;&nbsp;&nbsp; 268 | 248976 |
| &nbsp;&nbsp;&nbsp; 6.55%, 05/01/37 | &nbsp;&nbsp;&nbsp; 315 | 321997 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/39 | &nbsp;&nbsp;&nbsp; 351 | 356524 |
| &nbsp;&nbsp;&nbsp; 7.30%, 07/01/38 | &nbsp;&nbsp;&nbsp; 318 | 338296 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46 | &nbsp;&nbsp;&nbsp; 256 | 180535 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | &nbsp;&nbsp;&nbsp; 261 | 223092 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 168205 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; Series B, 7.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; $30 | $34401 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | &nbsp;&nbsp;&nbsp; 123 | 108669 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/29 | &nbsp;&nbsp;&nbsp; 16 | 14945 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 626 | 405470 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 | &nbsp;&nbsp;&nbsp; 575 | 435395 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/27 | &nbsp;&nbsp;&nbsp; 10 | 9986 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 | &nbsp;&nbsp;&nbsp; 747 | 558193 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/23/40 | &nbsp;&nbsp;&nbsp; 30 | 29027 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50 | &nbsp;&nbsp;&nbsp; 420 | 382979 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | &nbsp;&nbsp;&nbsp; 125 | 115755 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 | &nbsp;&nbsp;&nbsp; 193 | 178423 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 | &nbsp;&nbsp;&nbsp; 194 | 184394 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | &nbsp;&nbsp;&nbsp; 244 | 247664 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/37 | &nbsp;&nbsp;&nbsp; 105 | 116749 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/15/41 | &nbsp;&nbsp;&nbsp; 109 | 120214 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/34 | &nbsp;&nbsp;&nbsp; 10 | 11321 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | &nbsp;&nbsp;&nbsp; 30 | 34164 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/33 | &nbsp;&nbsp;&nbsp; 51 | 58146 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 | &nbsp;&nbsp;&nbsp; 243 | 281160 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/45 | &nbsp;&nbsp;&nbsp; 225 | 290676 |
|  |  | 22422102 |
| **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** |
| Valmont Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/44 | &nbsp;&nbsp;&nbsp; 40 | 37757 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 95153 |
|  |  | 132910 |
| **Mining — 0.4%** | **Mining — 0.4%** | **Mining — 0.4%** |
| AngloGold Ashanti Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/28 | &nbsp;&nbsp;&nbsp; 328 | 318585 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 | &nbsp;&nbsp;&nbsp; 250 | 239533 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | &nbsp;&nbsp;&nbsp; 300 | 262910 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | &nbsp;&nbsp;&nbsp; 40 | 38416 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/14/34 | &nbsp;&nbsp;&nbsp; 240 | 249356 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/43 | &nbsp;&nbsp;&nbsp; 305 | 296613 |
| Kinross Gold Corp., 4.50%, 07/15/27 | &nbsp;&nbsp;&nbsp; 278 | 279684 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 07/15/32 | &nbsp;&nbsp;&nbsp; 256 | 233271 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 | &nbsp;&nbsp;&nbsp; 196 | 189223 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | &nbsp;&nbsp;&nbsp; 43 | 43253 |
| &nbsp;&nbsp;&nbsp; Newmont Corp./Newcrest Finance Pty. Ltd., 4.20%, <br> 05/13/50<br>| &nbsp;&nbsp;&nbsp; 15 | 12464 |
| Rio Tinto Alcan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/35 | &nbsp;&nbsp;&nbsp; 122 | 131110 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/33 | &nbsp;&nbsp;&nbsp; 227 | 250218 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 122 | 139841 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | &nbsp;&nbsp;&nbsp; 221 | 139126 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | &nbsp;&nbsp;&nbsp; 231 | 233212 |
| &nbsp;&nbsp;&nbsp; 7.13%, 07/15/28 | &nbsp;&nbsp;&nbsp; 40 | 43176 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | &nbsp;&nbsp;&nbsp; 120 | 104452 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | &nbsp;&nbsp;&nbsp; 187 | 176819 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 | &nbsp;&nbsp;&nbsp; 143 | 135509 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 | &nbsp;&nbsp;&nbsp; 40 | 41369 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 | &nbsp;&nbsp;&nbsp; 265 | 276882 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 | &nbsp;&nbsp;&nbsp; 91 | 87119 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/45 | &nbsp;&nbsp;&nbsp; $255 | $262961 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/16/40 | &nbsp;&nbsp;&nbsp; 126 | 142972 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/27/35 | &nbsp;&nbsp;&nbsp; 199 | 236263 |
|  |  | 4564337 |
| **Office & Business Equipment — 0.1%** | **Office & Business Equipment — 0.1%** | **Office & Business Equipment — 0.1%** |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | &nbsp;&nbsp;&nbsp; 337 | 325996 |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | &nbsp;&nbsp;&nbsp; 388 | 362828 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 170 | 169170 |
|  |  | 857994 |
| **Oil & Gas — 2.7%** | **Oil & Gas — 2.7%** | **Oil & Gas — 2.7%** |
| APA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 | &nbsp;&nbsp;&nbsp; 46 | 38858 |
| &nbsp;&nbsp;&nbsp; 6.10%, 02/15/35 | &nbsp;&nbsp;&nbsp; 10 | 10303 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/55 | &nbsp;&nbsp;&nbsp; 120 | 121266 |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 457 | 288780 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 386 | 251578 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | &nbsp;&nbsp;&nbsp; 581 | 387639 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 153921 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | &nbsp;&nbsp;&nbsp; 833 | 558067 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 | &nbsp;&nbsp;&nbsp; 125 | 122965 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 | &nbsp;&nbsp;&nbsp; 118 | 118068 |
| &nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 | &nbsp;&nbsp;&nbsp; 140 | 141154 |
| BP Capital Markets PLC, 3.72%, 11/28/28 | &nbsp;&nbsp;&nbsp; 95 | 94414 |
| Burlington Resources LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 185060 |
| &nbsp;&nbsp;&nbsp; 7.20%, 08/15/31 | &nbsp;&nbsp;&nbsp; 270 | 307341 |
| Chevron Corp., 3.08%, 05/11/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 298 | 206709 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 | &nbsp;&nbsp;&nbsp; 118 | 70177 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/43 | &nbsp;&nbsp;&nbsp; 75 | 75913 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | &nbsp;&nbsp;&nbsp; 75 | 56287 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | &nbsp;&nbsp;&nbsp; 480 | 357449 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | &nbsp;&nbsp;&nbsp; 272 | 234594 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/47 | &nbsp;&nbsp;&nbsp; 70 | 63810 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 340 | 347793 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 | &nbsp;&nbsp;&nbsp; 10 | 9495 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 312957 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 105 | 103586 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | &nbsp;&nbsp;&nbsp; 240 | 237194 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | &nbsp;&nbsp;&nbsp; 135 | 133775 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/32 | &nbsp;&nbsp;&nbsp; 252 | 275104 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/38 | &nbsp;&nbsp;&nbsp; 360 | 390590 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/46 | &nbsp;&nbsp;&nbsp; 190 | 200192 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/39 | &nbsp;&nbsp;&nbsp; 496 | 563888 |
| &nbsp;&nbsp;&nbsp; 6.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 297 | 324409 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | &nbsp;&nbsp;&nbsp; 205 | 178927 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | &nbsp;&nbsp;&nbsp; 126 | 110207 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 276 | 268190 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/54 | &nbsp;&nbsp;&nbsp; 10 | 9307 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/30/31 | &nbsp;&nbsp;&nbsp; 74 | 86177 |
| &nbsp;&nbsp;&nbsp; 7.95%, 04/15/32 | &nbsp;&nbsp;&nbsp; 61 | 71020 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 509 | 493513 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | &nbsp;&nbsp;&nbsp; 180 | 142646 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 128 | 104203 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 | &nbsp;&nbsp;&nbsp; 25 | 25700 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond 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)** |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/01/35 | &nbsp;&nbsp;&nbsp; $165 | $170632 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 | &nbsp;&nbsp;&nbsp; 225 | 216979 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/64 | &nbsp;&nbsp;&nbsp; 426 | 410353 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/53 | &nbsp;&nbsp;&nbsp; 106 | 108923 |
| Eni USA Inc., 7.30%, 11/15/27 | &nbsp;&nbsp;&nbsp; 240 | 253805 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 | &nbsp;&nbsp;&nbsp; 57 | 53376 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/30 | &nbsp;&nbsp;&nbsp; 88 | 88791 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50 | &nbsp;&nbsp;&nbsp; 243 | 221206 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 | &nbsp;&nbsp;&nbsp; 20 | 20827 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 240 | 243278 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 278 | 292728 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 346 | 376125 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | &nbsp;&nbsp;&nbsp; 423 | 295510 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | &nbsp;&nbsp;&nbsp; 728 | 535064 |
| &nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 | &nbsp;&nbsp;&nbsp; 30 | 29439 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | &nbsp;&nbsp;&nbsp; 390 | 332341 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 | &nbsp;&nbsp;&nbsp; 347 | 321782 |
| &nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 | &nbsp;&nbsp;&nbsp; 560 | 479558 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 1498 | 1503356 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | &nbsp;&nbsp;&nbsp; 73 | 76439 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/40 | &nbsp;&nbsp;&nbsp; 121 | 132349 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; 433 | 505423 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/31 | &nbsp;&nbsp;&nbsp; 632 | 731734 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/01/29 | &nbsp;&nbsp;&nbsp; 572 | 650082 |
| HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/32 | &nbsp;&nbsp;&nbsp; 40 | 40887 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/35 | &nbsp;&nbsp;&nbsp; 40 | 42146 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 325 | 322800 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | &nbsp;&nbsp;&nbsp; 93 | 75619 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | &nbsp;&nbsp;&nbsp; 134 | 116402 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/54 | &nbsp;&nbsp;&nbsp; 55 | 46862 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | &nbsp;&nbsp;&nbsp; 341 | 366242 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/46 | &nbsp;&nbsp;&nbsp; 116 | 92255 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/01/54 | &nbsp;&nbsp;&nbsp; 127 | 123541 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/01/31 | &nbsp;&nbsp;&nbsp; 144 | 152332 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 170 | 174098 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 | &nbsp;&nbsp;&nbsp; 410 | 437797 |
| &nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 | &nbsp;&nbsp;&nbsp; 228 | 237478 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 | &nbsp;&nbsp;&nbsp; 214 | 230423 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/31 | &nbsp;&nbsp;&nbsp; 255 | 287494 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/15/31 | &nbsp;&nbsp;&nbsp; 70 | 80500 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/15/39 | &nbsp;&nbsp;&nbsp; 82 | 97277 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 | &nbsp;&nbsp;&nbsp; 212 | 218353 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 | &nbsp;&nbsp;&nbsp; 179 | 189720 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/34 | &nbsp;&nbsp;&nbsp; 331 | 355057 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/38 | &nbsp;&nbsp;&nbsp; 242 | 254571 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | &nbsp;&nbsp;&nbsp; 135 | 143428 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/15/53 | &nbsp;&nbsp;&nbsp; 10 | 10744 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/01/31 | &nbsp;&nbsp;&nbsp; 554 | 615017 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/31 | &nbsp;&nbsp;&nbsp; 957 | 1070143 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 297747 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | &nbsp;&nbsp;&nbsp; 104 | 69130 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 166 | 165245 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 | &nbsp;&nbsp;&nbsp; $303 | $298407 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | &nbsp;&nbsp;&nbsp; 467 | 415029 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | &nbsp;&nbsp;&nbsp; 312 | 316738 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/33 | &nbsp;&nbsp;&nbsp; 385 | 398529 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 139792 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 160 | 152807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B, 6.20%, 03/15/56, (5-year CMT + <br> 2.17%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10003 |
| Shell Finance U.S. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 268502 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35 | &nbsp;&nbsp;&nbsp; 607 | 588021 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | &nbsp;&nbsp;&nbsp; 310 | 271563 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 | &nbsp;&nbsp;&nbsp; 555 | 368891 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/49 | &nbsp;&nbsp;&nbsp; 345 | 237826 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50 | &nbsp;&nbsp;&nbsp; 40 | 27871 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | &nbsp;&nbsp;&nbsp; 85 | 70059 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 260715 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13221 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38 | &nbsp;&nbsp;&nbsp; 587 | 656540 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 | &nbsp;&nbsp;&nbsp; 260 | 248384 |
| &nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | &nbsp;&nbsp;&nbsp; 97 | 74094 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | &nbsp;&nbsp;&nbsp; 662 | 453121 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 | &nbsp;&nbsp;&nbsp; 602 | 401114 |
| &nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 | &nbsp;&nbsp;&nbsp; 86 | 84700 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | &nbsp;&nbsp;&nbsp; 263 | 191443 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28 | &nbsp;&nbsp;&nbsp; 248 | 248454 |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/10/34 | &nbsp;&nbsp;&nbsp; 40 | 40611 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/05/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 287384 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | &nbsp;&nbsp;&nbsp; 40 | 38488 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | &nbsp;&nbsp;&nbsp; 205 | 196612 |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 | &nbsp;&nbsp;&nbsp; 529 | 521896 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | &nbsp;&nbsp;&nbsp; 382 | 380127 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | &nbsp;&nbsp;&nbsp; 269 | 188596 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/29 | &nbsp;&nbsp;&nbsp; 91 | 90423 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 89 | 66494 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | &nbsp;&nbsp;&nbsp; 71 | 71384 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | &nbsp;&nbsp;&nbsp; 83 | 75077 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | &nbsp;&nbsp;&nbsp; 496 | 553411 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/32 | &nbsp;&nbsp;&nbsp; 295 | 340928 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/19/28 | &nbsp;&nbsp;&nbsp; 495 | 502283 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/12/34 | &nbsp;&nbsp;&nbsp; 1595 | 1588548 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 | &nbsp;&nbsp;&nbsp; 780 | 804316 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/12/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 196499 |
|  |  | 34735535 |
| **Oil & Gas Services — 0.4%** | **Oil & Gas Services — 0.4%** | **Oil & Gas Services — 0.4%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | &nbsp;&nbsp;&nbsp; 459 | 453723 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes <br> Co-Obligor Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 | &nbsp;&nbsp;&nbsp; 810 | 783229 |
| &nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | &nbsp;&nbsp;&nbsp; 1688 | 1668939 |
| &nbsp;&nbsp;&nbsp; 4.08%, 12/15/47 | &nbsp;&nbsp;&nbsp; 179 | 144655 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 341 | 323705 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 | &nbsp;&nbsp;&nbsp; 127 | 112233 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 | &nbsp;&nbsp;&nbsp; 90 | 80430 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas Services (continued)** | **Oil & Gas Services (continued)** | **Oil & Gas Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/35 | &nbsp;&nbsp;&nbsp; $372 | $370190 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/45 | &nbsp;&nbsp;&nbsp; 395 | 360683 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/15/38 | &nbsp;&nbsp;&nbsp; 138 | 154924 |
| &nbsp;&nbsp;&nbsp; 7.45%, 09/15/39 | &nbsp;&nbsp;&nbsp; 264 | 316256 |
| NOV Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 372 | 363152 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/42 | &nbsp;&nbsp;&nbsp; 142 | 112660 |
| Schlumberger Investment SA, 2.65%, 06/26/30 | &nbsp;&nbsp;&nbsp; 494 | 464414 |
|  |  | 5709193 |
| **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** |
| Amcor Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | &nbsp;&nbsp;&nbsp; 108 | 108615 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/26/33 | &nbsp;&nbsp;&nbsp; 155 | 162625 |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17 | 15787 |
| &nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 | &nbsp;&nbsp;&nbsp; 20 | 18282 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20744 |
| AptarGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/32 | &nbsp;&nbsp;&nbsp; 15 | 14039 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/31 | &nbsp;&nbsp;&nbsp; 75 | 75722 |
| Berry Global Inc., 5.65%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 364 | 381710 |
| Packaging Corp. of America, 4.05%, 12/15/49 | &nbsp;&nbsp;&nbsp; 14 | 11256 |
| Smurfit Kappa Treasury ULC, 5.78%, 04/03/54 | &nbsp;&nbsp;&nbsp; 265 | 270370 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 | &nbsp;&nbsp;&nbsp; 39 | 36959 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 117221 |
| WestRock MWV LLC, 8.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 98 | 112095 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 187815 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 5 | 4993 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 58512 |
|  |  | 1596745 |
| **Pharmaceuticals — 4.2%** | **Pharmaceuticals — 4.2%** | **Pharmaceuticals — 4.2%** |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | &nbsp;&nbsp;&nbsp; 695 | 628512 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 | &nbsp;&nbsp;&nbsp; 224 | 226370 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | &nbsp;&nbsp;&nbsp; 1310 | 1107112 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | &nbsp;&nbsp;&nbsp; 427 | 413646 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | &nbsp;&nbsp;&nbsp; 590 | 535098 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | &nbsp;&nbsp;&nbsp; 522 | 462354 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | &nbsp;&nbsp;&nbsp; 813 | 807180 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | &nbsp;&nbsp;&nbsp; 843 | 777853 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | &nbsp;&nbsp;&nbsp; 74 | 69931 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 165 | 170481 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | &nbsp;&nbsp;&nbsp; 403 | 374879 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | &nbsp;&nbsp;&nbsp; 160 | 166956 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 317 | 315449 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | &nbsp;&nbsp;&nbsp; 705 | 705357 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 | &nbsp;&nbsp;&nbsp; 220 | 225246 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | &nbsp;&nbsp;&nbsp; 398 | 412903 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36469 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/12/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 825 | 817244 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 | &nbsp;&nbsp;&nbsp; 620 | 621811 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | &nbsp;&nbsp;&nbsp; 285 | 249207 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | &nbsp;&nbsp;&nbsp; 336 | 301395 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | &nbsp;&nbsp;&nbsp; 150 | 133323 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | &nbsp;&nbsp;&nbsp; 778 | 896240 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 | &nbsp;&nbsp;&nbsp; $504 | $445941 |
| &nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 | &nbsp;&nbsp;&nbsp; 316 | 282774 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | &nbsp;&nbsp;&nbsp; 449 | 272412 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/27/27 | &nbsp;&nbsp;&nbsp; 10 | 9944 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 | &nbsp;&nbsp;&nbsp; 323 | 252423 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 326 | 246303 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | &nbsp;&nbsp;&nbsp; 388 | 287281 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | &nbsp;&nbsp;&nbsp; 888 | 744481 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | &nbsp;&nbsp;&nbsp; 355 | 306675 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; 230 | 206632 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | &nbsp;&nbsp;&nbsp; 277 | 244114 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | &nbsp;&nbsp;&nbsp; 60 | 54953 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 331 | 317748 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54 | &nbsp;&nbsp;&nbsp; 772 | 778569 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 | &nbsp;&nbsp;&nbsp; 1309 | 1297676 |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 | &nbsp;&nbsp;&nbsp; 212 | 178858 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 125 | 126147 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/43 | &nbsp;&nbsp;&nbsp; 104 | 92113 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 | &nbsp;&nbsp;&nbsp; 284 | 259359 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 115 | 118317 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | &nbsp;&nbsp;&nbsp; 415 | 423849 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 | &nbsp;&nbsp;&nbsp; 600 | 621169 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 755 | 788838 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 | &nbsp;&nbsp;&nbsp; 165 | 167312 |
| Cencora Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | &nbsp;&nbsp;&nbsp; 215 | 198837 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 35 | 33043 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 | &nbsp;&nbsp;&nbsp; 35 | 34613 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 | &nbsp;&nbsp;&nbsp; 317 | 271780 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/47 | &nbsp;&nbsp;&nbsp; 140 | 118171 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | &nbsp;&nbsp;&nbsp; 592 | 610991 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 | &nbsp;&nbsp;&nbsp; 60 | 57967 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | &nbsp;&nbsp;&nbsp; 25 | 24829 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | &nbsp;&nbsp;&nbsp; 85 | 73418 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | &nbsp;&nbsp;&nbsp; 151 | 118637 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 | &nbsp;&nbsp;&nbsp; 905 | 907158 |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | &nbsp;&nbsp;&nbsp; 1075 | 1022828 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 | &nbsp;&nbsp;&nbsp; 210 | 208016 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 | &nbsp;&nbsp;&nbsp; 1680 | 1509230 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | &nbsp;&nbsp;&nbsp; 883 | 806502 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/21/33 | &nbsp;&nbsp;&nbsp; 374 | 386485 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/33 | &nbsp;&nbsp;&nbsp; 140 | 144797 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | &nbsp;&nbsp;&nbsp; 277 | 262135 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 | &nbsp;&nbsp;&nbsp; 370 | 352927 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53 | &nbsp;&nbsp;&nbsp; 205 | 202658 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/63 | &nbsp;&nbsp;&nbsp; 359 | 354342 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/39 | &nbsp;&nbsp;&nbsp; 231 | 243777 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 | &nbsp;&nbsp;&nbsp; 760 | 427809 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 67 | 66122 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 206 | 168407 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/47 | &nbsp;&nbsp;&nbsp; 230 | 190866 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 | &nbsp;&nbsp;&nbsp; 525 | 431096 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | &nbsp;&nbsp;&nbsp; 474 | 382240 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | &nbsp;&nbsp;&nbsp; 68 | 63231 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | &nbsp;&nbsp;&nbsp; 144 | 137161 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | &nbsp;&nbsp;&nbsp; 60 | 57674 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | &nbsp;&nbsp;&nbsp; $375 | $355139 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | &nbsp;&nbsp;&nbsp; 160 | 154177 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | &nbsp;&nbsp;&nbsp; 40 | 41054 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/37 | &nbsp;&nbsp;&nbsp; 187 | 204623 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 | &nbsp;&nbsp;&nbsp; 50 | 51303 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 | &nbsp;&nbsp;&nbsp; 30 | 31040 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | &nbsp;&nbsp;&nbsp; 95 | 83776 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50939 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/35 | &nbsp;&nbsp;&nbsp; 50 | 50928 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/34 | &nbsp;&nbsp;&nbsp; 80 | 85140 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | &nbsp;&nbsp;&nbsp; 609 | 693489 |
| GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 5 | 4905 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 | &nbsp;&nbsp;&nbsp; 706 | 401927 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | &nbsp;&nbsp;&nbsp; 160 | 125833 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | &nbsp;&nbsp;&nbsp; 343 | 283282 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/47 | &nbsp;&nbsp;&nbsp; 352 | 289592 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/05/33 | &nbsp;&nbsp;&nbsp; 32 | 32754 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 216 | 211749 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 | &nbsp;&nbsp;&nbsp; 222 | 209155 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/15/41 | &nbsp;&nbsp;&nbsp; 183 | 183156 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | &nbsp;&nbsp;&nbsp; 62 | 65800 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/15/38 | &nbsp;&nbsp;&nbsp; 216 | 240177 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 | &nbsp;&nbsp;&nbsp; 203 | 228637 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 | &nbsp;&nbsp;&nbsp; 145 | 145032 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | &nbsp;&nbsp;&nbsp; 95 | 96900 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/32 | &nbsp;&nbsp;&nbsp; 100 | 103194 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/33 | &nbsp;&nbsp;&nbsp; 699 | 726574 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/35 | &nbsp;&nbsp;&nbsp; 95 | 98956 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/44 | &nbsp;&nbsp;&nbsp; 260 | 234625 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/01/39 | &nbsp;&nbsp;&nbsp; 245 | 265856 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | &nbsp;&nbsp;&nbsp; 110 | 66331 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | &nbsp;&nbsp;&nbsp; 449 | 285535 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | &nbsp;&nbsp;&nbsp; 796 | 478000 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | &nbsp;&nbsp;&nbsp; 85 | 83664 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | &nbsp;&nbsp;&nbsp; 340 | 279134 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | &nbsp;&nbsp;&nbsp; 709 | 574998 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | &nbsp;&nbsp;&nbsp; 27 | 24414 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | &nbsp;&nbsp;&nbsp; 222 | 182184 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | &nbsp;&nbsp;&nbsp; 427 | 374141 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 | &nbsp;&nbsp;&nbsp; 25 | 25314 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 279291 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | &nbsp;&nbsp;&nbsp; 375 | 354500 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/33 | &nbsp;&nbsp;&nbsp; 302 | 344591 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/37 | &nbsp;&nbsp;&nbsp; 172 | 199157 |
| Merck Sharp & Dohme Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/36 | &nbsp;&nbsp;&nbsp; 205 | 224128 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/28 | &nbsp;&nbsp;&nbsp; 120 | 127100 |
| Mylan Inc., 5.20%, 04/15/48 | &nbsp;&nbsp;&nbsp; 99 | 80550 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 | &nbsp;&nbsp;&nbsp; 10 | 9262 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | &nbsp;&nbsp;&nbsp; 542 | 355681 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 | &nbsp;&nbsp;&nbsp; 700 | 698201 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 165 | 164814 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | &nbsp;&nbsp;&nbsp; 255 | 216787 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34 | &nbsp;&nbsp;&nbsp; 1505 | 1480327 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | &nbsp;&nbsp;&nbsp; 246 | 223203 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/05/35 | &nbsp;&nbsp;&nbsp; $900 | $900276 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | &nbsp;&nbsp;&nbsp; 595 | 541525 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 688 | 439528 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 94738 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 343 | 279873 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | &nbsp;&nbsp;&nbsp; 251 | 210810 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | &nbsp;&nbsp;&nbsp; 242 | 204052 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | &nbsp;&nbsp;&nbsp; 35 | 31704 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | &nbsp;&nbsp;&nbsp; 242 | 293242 |
| Pfizer Investment Enterprises Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/19/33 | &nbsp;&nbsp;&nbsp; 836 | 852623 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | &nbsp;&nbsp;&nbsp; 912 | 883485 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | &nbsp;&nbsp;&nbsp; 1278 | 1214333 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | &nbsp;&nbsp;&nbsp; 536 | 364958 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 | &nbsp;&nbsp;&nbsp; 457 | 298966 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 | &nbsp;&nbsp;&nbsp; 130 | 133194 |
| &nbsp;&nbsp;&nbsp; 5.65%, 07/05/44 | &nbsp;&nbsp;&nbsp; 200 | 204592 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/05/64 | &nbsp;&nbsp;&nbsp; 225 | 225841 |
| Utah Acquisition Sub Inc., 5.25%, 06/15/46 | &nbsp;&nbsp;&nbsp; 109 | 90260 |
| Viatris Inc., 4.00%, 06/22/50 | &nbsp;&nbsp;&nbsp; 507 | 339517 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1511 | 1386166 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | &nbsp;&nbsp;&nbsp; 1371 | 1349791 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 16872 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | &nbsp;&nbsp;&nbsp; 510 | 510063 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | &nbsp;&nbsp;&nbsp; 256 | 208695 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/17/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150917 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | &nbsp;&nbsp;&nbsp; 91 | 79346 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | &nbsp;&nbsp;&nbsp; 548 | 508820 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/17/35 | &nbsp;&nbsp;&nbsp; 820 | 834655 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 | &nbsp;&nbsp;&nbsp; 1098 | 1172705 |
|  |  | 55549217 |
| **Pipelines — 4.3%** | **Pipelines — 4.3%** | **Pipelines — 4.3%** |
| Boardwalk Pipelines LP, 4.80%, 05/03/29 | &nbsp;&nbsp;&nbsp; 129 | 130617 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.74%, 12/31/39 | &nbsp;&nbsp;&nbsp; 1151 | 981827 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 1644 | 1607744 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | &nbsp;&nbsp;&nbsp; 348 | 351566 |
| Cheniere Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 | &nbsp;&nbsp;&nbsp; 3213 | 3213335 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 | &nbsp;&nbsp;&nbsp; 1390 | 1448952 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | &nbsp;&nbsp;&nbsp; 248 | 228121 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 56 | 54410 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 165 | 164992 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/30/33 | &nbsp;&nbsp;&nbsp; 276 | 293334 |
| Columbia Pipeline Group Inc., 5.80%, 06/01/45 | &nbsp;&nbsp;&nbsp; 31 | 30913 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 80 | 81859 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | &nbsp;&nbsp;&nbsp; 75 | 72694 |
| &nbsp;&nbsp;&nbsp; 8.13%, 08/16/30 | &nbsp;&nbsp;&nbsp; 61 | 70630 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/40 | &nbsp;&nbsp;&nbsp; 5 | 5022 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 | &nbsp;&nbsp;&nbsp; 204 | 241079 |
| &nbsp;&nbsp;&nbsp; Series B, 7.50%, 04/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 142 | 168712 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 | &nbsp;&nbsp;&nbsp; 970 | 833646 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 | &nbsp;&nbsp;&nbsp; 185 | 177335 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | &nbsp;&nbsp;&nbsp; 125 | 86283 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 | &nbsp;&nbsp;&nbsp; $49 | $48699 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | &nbsp;&nbsp;&nbsp; 193 | 148813 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 | &nbsp;&nbsp;&nbsp; 150 | 150386 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 | &nbsp;&nbsp;&nbsp; 176 | 176215 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; 150 | 150592 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 | &nbsp;&nbsp;&nbsp; 159 | 136283 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/20/28 | &nbsp;&nbsp;&nbsp; 75 | 75818 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/20/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 143320 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/20/35 | &nbsp;&nbsp;&nbsp; 150 | 151651 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 | &nbsp;&nbsp;&nbsp; 177 | 176161 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | &nbsp;&nbsp;&nbsp; 209 | 219362 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 | &nbsp;&nbsp;&nbsp; 455 | 481980 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/05/54 | &nbsp;&nbsp;&nbsp; 326 | 335425 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/15/53 | &nbsp;&nbsp;&nbsp; 90 | 100453 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/27/54, (5-year CMT + 2.97%)<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 166 | 177754 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/55, (5-year CMT + 3.12%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 182 | 193573 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/29 | &nbsp;&nbsp;&nbsp; 145 | 144199 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 | &nbsp;&nbsp;&nbsp; 112 | 109928 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 | &nbsp;&nbsp;&nbsp; 990 | 869906 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 | &nbsp;&nbsp;&nbsp; 431 | 366592 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 | &nbsp;&nbsp;&nbsp; 80 | 72819 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 | &nbsp;&nbsp;&nbsp; 90 | 94941 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/54 | &nbsp;&nbsp;&nbsp; 130 | 125402 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 | &nbsp;&nbsp;&nbsp; 186 | 182385 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/54 | &nbsp;&nbsp;&nbsp; 145 | 141754 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/01/55 | &nbsp;&nbsp;&nbsp; 220 | 219747 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 | &nbsp;&nbsp;&nbsp; 285 | 286842 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/36 | &nbsp;&nbsp;&nbsp; 20 | 21861 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/01/38 | &nbsp;&nbsp;&nbsp; 155 | 181157 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 | &nbsp;&nbsp;&nbsp; 44 | 41829 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | &nbsp;&nbsp;&nbsp; 15 | 14551 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 | &nbsp;&nbsp;&nbsp; 114 | 78045 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | &nbsp;&nbsp;&nbsp; 110 | 82035 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | &nbsp;&nbsp;&nbsp; 209 | 156127 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | &nbsp;&nbsp;&nbsp; 149 | 122065 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | &nbsp;&nbsp;&nbsp; 110 | 91991 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | &nbsp;&nbsp;&nbsp; 181 | 161904 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | &nbsp;&nbsp;&nbsp; 208 | 187082 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | &nbsp;&nbsp;&nbsp; 186 | 173851 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | &nbsp;&nbsp;&nbsp; 237 | 219982 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | &nbsp;&nbsp;&nbsp; 157 | 144540 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | &nbsp;&nbsp;&nbsp; 125 | 113151 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | &nbsp;&nbsp;&nbsp; 277 | 265116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/78, (3-mo. CME Term SOFR + <br> 2.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 252 | 251362 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/16/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19804 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 120 | 123279 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | &nbsp;&nbsp;&nbsp; 166 | 176417 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/39 | &nbsp;&nbsp;&nbsp; 128 | 139792 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 | &nbsp;&nbsp;&nbsp; 174 | 195861 |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/15/38 | &nbsp;&nbsp;&nbsp; 166 | 201942 |
| &nbsp;&nbsp;&nbsp; Series D, 6.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 118 | 134439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series E, 5.25%, 08/16/77, (3-mo. CME Term <br> SOFR + 3.30%)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 219 | 218612 |
| &nbsp;&nbsp;&nbsp; Series H, 6.65%, 10/15/34 | &nbsp;&nbsp;&nbsp; 34 | 38752 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 | &nbsp;&nbsp;&nbsp; 39 | 34567 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | &nbsp;&nbsp;&nbsp; 95 | 88482 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 | &nbsp;&nbsp;&nbsp; 113 | 104128 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | &nbsp;&nbsp;&nbsp; $120 | $115043 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; 172 | 167473 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/41 | &nbsp;&nbsp;&nbsp; 90 | 89852 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 | &nbsp;&nbsp;&nbsp; 763 | 806350 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 138 | 148020 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 148 | 162448 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/39 | &nbsp;&nbsp;&nbsp; 168 | 183947 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/40 | &nbsp;&nbsp;&nbsp; 105 | 115009 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | &nbsp;&nbsp;&nbsp; 591 | 672324 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/33 | &nbsp;&nbsp;&nbsp; 387 | 445445 |
| &nbsp;&nbsp;&nbsp; 7.40%, 03/15/31 | &nbsp;&nbsp;&nbsp; 174 | 198075 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 83598 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 276 | 321625 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 151754 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | &nbsp;&nbsp;&nbsp; 175 | 116709 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 | &nbsp;&nbsp;&nbsp; 85 | 60527 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 | &nbsp;&nbsp;&nbsp; 299 | 300655 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 | &nbsp;&nbsp;&nbsp; 160 | 161266 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 140 | 143540 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | &nbsp;&nbsp;&nbsp; 300 | 273790 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 | &nbsp;&nbsp;&nbsp; 140 | 144187 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67367 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | &nbsp;&nbsp;&nbsp; 615 | 635485 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 150 | 138912 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 | &nbsp;&nbsp;&nbsp; 546 | 559980 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | &nbsp;&nbsp;&nbsp; 365 | 378161 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 | &nbsp;&nbsp;&nbsp; 130 | 122844 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | &nbsp;&nbsp;&nbsp; 490 | 478405 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/35 | &nbsp;&nbsp;&nbsp; 545 | 578193 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54 | &nbsp;&nbsp;&nbsp; 230 | 233166 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 573 | 667908 |
| &nbsp;&nbsp;&nbsp; 7.80%, 08/01/31 | &nbsp;&nbsp;&nbsp; 338 | 393466 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 159 | 158503 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 | &nbsp;&nbsp;&nbsp; 531 | 530523 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 186 | 186433 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 263 | 241278 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | &nbsp;&nbsp;&nbsp; 344 | 288773 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 | &nbsp;&nbsp;&nbsp; 167 | 169789 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | &nbsp;&nbsp;&nbsp; 207 | 172288 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | &nbsp;&nbsp;&nbsp; 141 | 120221 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | &nbsp;&nbsp;&nbsp; 362 | 325613 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | &nbsp;&nbsp;&nbsp; 366 | 339609 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/55 | &nbsp;&nbsp;&nbsp; 55 | 53872 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 75 | 75804 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; 25 | 24948 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 | &nbsp;&nbsp;&nbsp; 233 | 221627 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 250 | 237875 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 | &nbsp;&nbsp;&nbsp; 272 | 262955 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | &nbsp;&nbsp;&nbsp; 140 | 102751 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 | &nbsp;&nbsp;&nbsp; 545 | 543962 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | &nbsp;&nbsp;&nbsp; 80 | 62916 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 | &nbsp;&nbsp;&nbsp; 82 | 65384 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | &nbsp;&nbsp;&nbsp; 480 | 481134 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/49 | &nbsp;&nbsp;&nbsp; 43 | 35003 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 | &nbsp;&nbsp;&nbsp; 62 | 50946 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | &nbsp;&nbsp;&nbsp; 982 | 990477 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 | &nbsp;&nbsp;&nbsp; 105 | 90217 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/32 | &nbsp;&nbsp;&nbsp; 115 | 115905 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | &nbsp;&nbsp;&nbsp; $97 | $86046 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/01/34 | &nbsp;&nbsp;&nbsp; 870 | 866174 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 | &nbsp;&nbsp;&nbsp; 43 | 39574 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 825 | 850055 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126800 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 | &nbsp;&nbsp;&nbsp; 235 | 244310 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 | &nbsp;&nbsp;&nbsp; 648 | 670481 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | &nbsp;&nbsp;&nbsp; 420 | 396198 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/01/30 | &nbsp;&nbsp;&nbsp; 70 | 73902 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 135 | 129049 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/35 | &nbsp;&nbsp;&nbsp; 200 | 210874 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 | &nbsp;&nbsp;&nbsp; 493 | 526647 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | &nbsp;&nbsp;&nbsp; 348 | 373289 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/55 | &nbsp;&nbsp;&nbsp; 390 | 396151 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 | &nbsp;&nbsp;&nbsp; 320 | 343823 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 | &nbsp;&nbsp;&nbsp; 150 | 158697 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | &nbsp;&nbsp;&nbsp; 45 | 49939 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 | &nbsp;&nbsp;&nbsp; 110 | 113789 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/43 | &nbsp;&nbsp;&nbsp; 271 | 278463 |
| &nbsp;&nbsp;&nbsp; 6.65%, 10/01/36 | &nbsp;&nbsp;&nbsp; 312 | 342246 |
| &nbsp;&nbsp;&nbsp; 6.85%, 10/15/37 | &nbsp;&nbsp;&nbsp; 268 | 297547 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 | &nbsp;&nbsp;&nbsp; 139 | 134991 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 | &nbsp;&nbsp;&nbsp; 59 | 54003 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/37 | &nbsp;&nbsp;&nbsp; 226 | 247500 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; 504 | 504951 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | &nbsp;&nbsp;&nbsp; 161 | 162001 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 629 | 632720 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 | &nbsp;&nbsp;&nbsp; 296 | 254628 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 | &nbsp;&nbsp;&nbsp; 253 | 257805 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 | &nbsp;&nbsp;&nbsp; 372 | 356564 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 175 | 175608 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 214089 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 | &nbsp;&nbsp;&nbsp; 205 | 175593 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/36 | &nbsp;&nbsp;&nbsp; 175 | 176856 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 | &nbsp;&nbsp;&nbsp; 80 | 82075 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | &nbsp;&nbsp;&nbsp; 275 | 282483 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 | &nbsp;&nbsp;&nbsp; 225 | 232349 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; 65 | 69655 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 | &nbsp;&nbsp;&nbsp; 185 | 186067 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 | &nbsp;&nbsp;&nbsp; 50 | 51072 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 | &nbsp;&nbsp;&nbsp; 449 | 493431 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | &nbsp;&nbsp;&nbsp; 198 | 209020 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 | &nbsp;&nbsp;&nbsp; 400 | 382441 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | &nbsp;&nbsp;&nbsp; 280 | 281467 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | &nbsp;&nbsp;&nbsp; 298 | 303341 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/15/29 | &nbsp;&nbsp;&nbsp; 160 | 162352 |
| TC PipeLines LP, 3.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 286 | 284823 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 177 | 183557 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 161 | 173357 |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/01/37 | &nbsp;&nbsp;&nbsp; 95 | 113269 |
| Texas Eastern Transmission LP, 7.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 504 | 568649 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 143 | 141675 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | &nbsp;&nbsp;&nbsp; $112 | $112291 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 | &nbsp;&nbsp;&nbsp; 383 | 375697 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 | &nbsp;&nbsp;&nbsp; 212 | 199269 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/31/34 | &nbsp;&nbsp;&nbsp; 193 | 201158 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 | &nbsp;&nbsp;&nbsp; 214 | 225195 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | &nbsp;&nbsp;&nbsp; 121 | 128443 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | &nbsp;&nbsp;&nbsp; 370 | 399084 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/38 | &nbsp;&nbsp;&nbsp; 173 | 201259 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | &nbsp;&nbsp;&nbsp; 322 | 387284 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 | &nbsp;&nbsp;&nbsp; 173 | 135189 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 53 | 52930 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | &nbsp;&nbsp;&nbsp; 105 | 93050 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 | &nbsp;&nbsp;&nbsp; 187 | 163660 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 | &nbsp;&nbsp;&nbsp; 88 | 87860 |
| Valero Energy Partners LP, 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 226 | 227666 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | &nbsp;&nbsp;&nbsp; 305 | 299470 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 85 | 85282 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 | &nbsp;&nbsp;&nbsp; 125 | 126170 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 | &nbsp;&nbsp;&nbsp; 223 | 193479 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 151 | 131330 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/34 | &nbsp;&nbsp;&nbsp; 188 | 189751 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 | &nbsp;&nbsp;&nbsp; 85 | 77917 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 | &nbsp;&nbsp;&nbsp; 75 | 66494 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | &nbsp;&nbsp;&nbsp; 602 | 638791 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39749 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/30/30 | &nbsp;&nbsp;&nbsp; 175 | 176941 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | &nbsp;&nbsp;&nbsp; 250 | 222389 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | &nbsp;&nbsp;&nbsp; 157 | 142765 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 | &nbsp;&nbsp;&nbsp; 418 | 388212 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 405 | 413398 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/30/35 | &nbsp;&nbsp;&nbsp; 240 | 245731 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | &nbsp;&nbsp;&nbsp; 50 | 46896 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | &nbsp;&nbsp;&nbsp; 165 | 160577 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/35 | &nbsp;&nbsp;&nbsp; 210 | 219405 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 40 | 42263 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | &nbsp;&nbsp;&nbsp; 85 | 85884 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 | &nbsp;&nbsp;&nbsp; 153 | 154491 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/54 | &nbsp;&nbsp;&nbsp; 213 | 214754 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/55 | &nbsp;&nbsp;&nbsp; 156 | 161187 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 302 | 329381 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 106 | 128776 |
| &nbsp;&nbsp;&nbsp; Series A, 7.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 155 | 175566 |
|  |  | 56840655 |
| **Private Equity — 0.0%** | **Private Equity — 0.0%** | **Private Equity — 0.0%** |
| Brookfield Finance Inc., 5.81%, 03/03/55 | &nbsp;&nbsp;&nbsp; 90 | 89345 |
| **Real Estate — 0.2%** | **Real Estate — 0.2%** | **Real Estate — 0.2%** |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | &nbsp;&nbsp;&nbsp; 776 | 706896 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | &nbsp;&nbsp;&nbsp; 95 | 96767 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 | &nbsp;&nbsp;&nbsp; 125 | 126604 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 316 | 327989 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 605 | 627351 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 485 | 521478 |
|  |  | 2407085 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts — 4.6%** | **Real Estate Investment Trusts — 4.6%** | **Real Estate Investment Trusts — 4.6%** |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/15/33 | &nbsp;&nbsp;&nbsp; $115 | $99619 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/32 | &nbsp;&nbsp;&nbsp; 20 | 20274 |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 | &nbsp;&nbsp;&nbsp; 358 | 294130 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/18/32 | &nbsp;&nbsp;&nbsp; 183 | 155037 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 | &nbsp;&nbsp;&nbsp; 58 | 54572 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 145 | 125081 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 | &nbsp;&nbsp;&nbsp; 240 | 147629 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | &nbsp;&nbsp;&nbsp; 15 | 14059 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 190 | 129373 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39877 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 148 | 147186 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 219 | 163797 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/30/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 243 | 243736 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 | &nbsp;&nbsp;&nbsp; 155 | 132808 |
| American Assets Trust LP, 3.38%, 02/01/31 | &nbsp;&nbsp;&nbsp; 404 | 370205 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 | &nbsp;&nbsp;&nbsp; 40 | 27359 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 180 | 170001 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 43 | 43105 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 | &nbsp;&nbsp;&nbsp; 27 | 21734 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | &nbsp;&nbsp;&nbsp; 31 | 31590 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 289966 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 353 | 320783 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | &nbsp;&nbsp;&nbsp; 311 | 277211 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | &nbsp;&nbsp;&nbsp; 390 | 357699 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 | &nbsp;&nbsp;&nbsp; 60 | 59136 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | &nbsp;&nbsp;&nbsp; 411 | 388988 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 | &nbsp;&nbsp;&nbsp; 345 | 223334 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | &nbsp;&nbsp;&nbsp; 246 | 165154 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 | &nbsp;&nbsp;&nbsp; 353 | 349235 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | &nbsp;&nbsp;&nbsp; 390 | 386523 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 | &nbsp;&nbsp;&nbsp; 465 | 460258 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | &nbsp;&nbsp;&nbsp; 265 | 198589 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 367 | 361305 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 127 | 126005 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 225 | 230236 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 | &nbsp;&nbsp;&nbsp; 30 | 30737 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | &nbsp;&nbsp;&nbsp; 480 | 494777 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | &nbsp;&nbsp;&nbsp; 310 | 321068 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 142 | 147987 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 | &nbsp;&nbsp;&nbsp; 378 | 396946 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 255 | 273454 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 42 | 38977 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 | &nbsp;&nbsp;&nbsp; 33 | 32501 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 | &nbsp;&nbsp;&nbsp; 57 | 55580 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 | &nbsp;&nbsp;&nbsp; 91 | 73753 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/47 | &nbsp;&nbsp;&nbsp; 85 | 71193 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/48 | &nbsp;&nbsp;&nbsp; 15 | 12929 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; 290 | 298193 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 | &nbsp;&nbsp;&nbsp; 610 | 505738 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 296 | 258156 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 121 | 113447 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 442 | 414367 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 | &nbsp;&nbsp;&nbsp; 189 | 182574 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 208 | 208978 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 216080 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; $193 | $208720 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 | &nbsp;&nbsp;&nbsp; 95 | 85384 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 | &nbsp;&nbsp;&nbsp; 108 | 107649 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | &nbsp;&nbsp;&nbsp; 112 | 110562 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 173 | 172037 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/35 | &nbsp;&nbsp;&nbsp; 100 | 105249 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 19 | 17963 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 | &nbsp;&nbsp;&nbsp; 52 | 50295 |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/01/49 | &nbsp;&nbsp;&nbsp; 19 | 13642 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/15/28 | &nbsp;&nbsp;&nbsp; 31 | 31132 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 475 | 442887 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 161 | 146649 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/33 | &nbsp;&nbsp;&nbsp; 71 | 60804 |
| Cousins Properties LP, 5.88%, 10/01/34 | &nbsp;&nbsp;&nbsp; 100 | 104503 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | &nbsp;&nbsp;&nbsp; 322 | 283818 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 273 | 244392 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 | &nbsp;&nbsp;&nbsp; 347 | 310519 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 | &nbsp;&nbsp;&nbsp; 180 | 171706 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 269 | 180302 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | &nbsp;&nbsp;&nbsp; 387 | 367674 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | &nbsp;&nbsp;&nbsp; 242 | 239712 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | &nbsp;&nbsp;&nbsp; 1354 | 1339998 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 | &nbsp;&nbsp;&nbsp; 138 | 137531 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | &nbsp;&nbsp;&nbsp; 207 | 157920 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | &nbsp;&nbsp;&nbsp; 233 | 183457 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 | &nbsp;&nbsp;&nbsp; 949 | 947334 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 | &nbsp;&nbsp;&nbsp; 265 | 231737 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | &nbsp;&nbsp;&nbsp; 173 | 175312 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | &nbsp;&nbsp;&nbsp; 530 | 537991 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 | &nbsp;&nbsp;&nbsp; 614 | 622037 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | &nbsp;&nbsp;&nbsp; 146 | 133333 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | &nbsp;&nbsp;&nbsp; 365 | 379344 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 | &nbsp;&nbsp;&nbsp; 222 | 233677 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/32 | &nbsp;&nbsp;&nbsp; 140 | 124046 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/29 | &nbsp;&nbsp;&nbsp; 30 | 30122 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 | &nbsp;&nbsp;&nbsp; 3025 | 2967587 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | &nbsp;&nbsp;&nbsp; 3222 | 3202904 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 3010 | 3034606 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 | &nbsp;&nbsp;&nbsp; 1906 | 1962185 |
| DOC DR LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/01/31 | &nbsp;&nbsp;&nbsp; 80 | 71981 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 99 | 98459 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 70 | 70071 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp; 50 | 46511 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/28 | &nbsp;&nbsp;&nbsp; 210 | 211734 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 | &nbsp;&nbsp;&nbsp; 825 | 830535 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | &nbsp;&nbsp;&nbsp; 1160 | 1207598 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 145 | 137041 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | &nbsp;&nbsp;&nbsp; 101 | 97355 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | &nbsp;&nbsp;&nbsp; 100 | 95324 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | &nbsp;&nbsp;&nbsp; 1457 | 1323283 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; 425 | 385145 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 | &nbsp;&nbsp;&nbsp; $301 | $193163 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | &nbsp;&nbsp;&nbsp; 222 | 144803 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | &nbsp;&nbsp;&nbsp; 765 | 734740 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | &nbsp;&nbsp;&nbsp; 175 | 122025 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 | &nbsp;&nbsp;&nbsp; 265 | 255469 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 08/01/31 | &nbsp;&nbsp;&nbsp; 26 | 22927 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 158 | 148452 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 74 | 71355 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/27 | &nbsp;&nbsp;&nbsp; 33 | 32641 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 17 | 16831 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 26106 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 | &nbsp;&nbsp;&nbsp; 103 | 103514 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 | &nbsp;&nbsp;&nbsp; 55 | 48888 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | &nbsp;&nbsp;&nbsp; 270 | 241883 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 | &nbsp;&nbsp;&nbsp; 35 | 21497 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 55 | 54698 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 | &nbsp;&nbsp;&nbsp; 130 | 113683 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 | &nbsp;&nbsp;&nbsp; 110 | 97780 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/27 | &nbsp;&nbsp;&nbsp; 49 | 48793 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 14 | 13915 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/15/29 | &nbsp;&nbsp;&nbsp; 671 | 647871 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 360 | 355838 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 610 | 589543 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/44 | &nbsp;&nbsp;&nbsp; 203 | 179607 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 | &nbsp;&nbsp;&nbsp; 655 | 672410 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 105 | 94966 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 138 | 133736 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 112 | 107350 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | &nbsp;&nbsp;&nbsp; 236 | 240445 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8779 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 | &nbsp;&nbsp;&nbsp; 20 | 18954 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 598 | 567581 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | &nbsp;&nbsp;&nbsp; 209 | 203455 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | &nbsp;&nbsp;&nbsp; 50 | 49925 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/35 | &nbsp;&nbsp;&nbsp; 30 | 30828 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/41 | &nbsp;&nbsp;&nbsp; 156 | 173535 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 87 | 81218 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/29 | &nbsp;&nbsp;&nbsp; 72 | 70921 |
| &nbsp;&nbsp;&nbsp; 7.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 110 | 125615 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 | &nbsp;&nbsp;&nbsp; 315 | 320455 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | &nbsp;&nbsp;&nbsp; 10 | 10348 |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | &nbsp;&nbsp;&nbsp; 242 | 231795 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 395 | 375824 |
| &nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | &nbsp;&nbsp;&nbsp; 104 | 93551 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; 10 | 8718 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/15/34 | &nbsp;&nbsp;&nbsp; 90 | 77077 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 115 | 111637 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 332 | 278349 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 208667 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 | &nbsp;&nbsp;&nbsp; 381 | 374316 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 | &nbsp;&nbsp;&nbsp; $45 | $45181 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | &nbsp;&nbsp;&nbsp; 88 | 66487 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 | &nbsp;&nbsp;&nbsp; 76 | 75864 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 | &nbsp;&nbsp;&nbsp; 170 | 141669 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 110923 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | &nbsp;&nbsp;&nbsp; 78 | 67548 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | &nbsp;&nbsp;&nbsp; 210 | 210408 |
| Kite Realty Group Trust, 4.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 35 | 35347 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 210 | 184673 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33174 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 20 | 19920 |
| NNN REIT Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 12 | 11169 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 | &nbsp;&nbsp;&nbsp; 50 | 31805 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/50 | &nbsp;&nbsp;&nbsp; 83 | 54643 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/51 | &nbsp;&nbsp;&nbsp; 75 | 53293 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7 | 7038 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/48 | &nbsp;&nbsp;&nbsp; 31 | 27626 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/33 | &nbsp;&nbsp;&nbsp; 25 | 26270 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 334 | 297687 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | &nbsp;&nbsp;&nbsp; 167 | 156065 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | &nbsp;&nbsp;&nbsp; 250 | 241308 |
| Piedmont Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/32 | &nbsp;&nbsp;&nbsp; 17 | 14566 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/30 | &nbsp;&nbsp;&nbsp; 57 | 52233 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | &nbsp;&nbsp;&nbsp; 88 | 85946 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | &nbsp;&nbsp;&nbsp; 120 | 66046 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | &nbsp;&nbsp;&nbsp; 88 | 81698 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | &nbsp;&nbsp;&nbsp; 248 | 166203 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 | &nbsp;&nbsp;&nbsp; 196 | 195792 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 | &nbsp;&nbsp;&nbsp; 111 | 112086 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 | &nbsp;&nbsp;&nbsp; 195 | 166693 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 238060 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | &nbsp;&nbsp;&nbsp; 335 | 340135 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 35 | 35829 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 | &nbsp;&nbsp;&nbsp; 134 | 138271 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 340 | 352735 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | &nbsp;&nbsp;&nbsp; 5 | 4825 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | &nbsp;&nbsp;&nbsp; 300 | 289383 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/09/31 | &nbsp;&nbsp;&nbsp; 265 | 236706 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | &nbsp;&nbsp;&nbsp; 55 | 49828 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 | &nbsp;&nbsp;&nbsp; 185 | 154295 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 | &nbsp;&nbsp;&nbsp; 310 | 278781 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 115 | 109594 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/15/28 | &nbsp;&nbsp;&nbsp; 35 | 34800 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/33 | &nbsp;&nbsp;&nbsp; 95 | 96665 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/32 | &nbsp;&nbsp;&nbsp; 380 | 404682 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 114 | 109310 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 | &nbsp;&nbsp;&nbsp; 63 | 62644 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 55 | 55086 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | &nbsp;&nbsp;&nbsp; 158 | 136605 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 | &nbsp;&nbsp;&nbsp; 117 | 103449 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 35 | 35998 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | &nbsp;&nbsp;&nbsp; 45 | 45838 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 | &nbsp;&nbsp;&nbsp; $121 | $110725 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 | &nbsp;&nbsp;&nbsp; 73 | 71348 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/01/31 | &nbsp;&nbsp;&nbsp; 130 | 117601 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 240 | 211848 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | &nbsp;&nbsp;&nbsp; 245 | 231523 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 30 | 28158 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/32 | &nbsp;&nbsp;&nbsp; 70 | 63216 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 301 | 210694 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 | &nbsp;&nbsp;&nbsp; 41 | 31254 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/44 | &nbsp;&nbsp;&nbsp; 140 | 119820 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | &nbsp;&nbsp;&nbsp; 156 | 131661 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | &nbsp;&nbsp;&nbsp; 150 | 139541 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/08/33 | &nbsp;&nbsp;&nbsp; 353 | 373657 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 218 | 252498 |
| Store Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/01/31 | &nbsp;&nbsp;&nbsp; 115 | 101726 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 25 | 25057 |
| Sun Communities Operating LP, 4.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 65 | 63526 |
| Tanger Properties LP, 3.88%, 07/15/27 | &nbsp;&nbsp;&nbsp; 15 | 14900 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/33 | &nbsp;&nbsp;&nbsp; 260 | 215550 |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/32 | &nbsp;&nbsp;&nbsp; 15 | 12884 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/33 | &nbsp;&nbsp;&nbsp; 65 | 54432 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 74294 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/01/34 | &nbsp;&nbsp;&nbsp; 33 | 28834 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 41 | 39402 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/26/29 | &nbsp;&nbsp;&nbsp; 36 | 36280 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 184 | 165823 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 152 | 144755 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 76 | 75810 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 | &nbsp;&nbsp;&nbsp; 100 | 84872 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 | &nbsp;&nbsp;&nbsp; 196 | 197097 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp; 255 | 259059 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/49 | &nbsp;&nbsp;&nbsp; 160 | 141967 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 | &nbsp;&nbsp;&nbsp; 106 | 106497 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 402 | 406199 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | &nbsp;&nbsp;&nbsp; 259 | 262218 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 370 | 373224 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 | &nbsp;&nbsp;&nbsp; 190 | 178534 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/54 | &nbsp;&nbsp;&nbsp; 10 | 10006 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | &nbsp;&nbsp;&nbsp; 139 | 130963 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 77 | 75933 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 170 | 158648 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 460 | 419605 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | &nbsp;&nbsp;&nbsp; 285 | 264782 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | &nbsp;&nbsp;&nbsp; 335 | 322235 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 175 | 175433 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 149 | 150155 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 100 | 101283 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | &nbsp;&nbsp;&nbsp; 175 | 165463 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 | &nbsp;&nbsp;&nbsp; 125 | 128527 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 | &nbsp;&nbsp;&nbsp; 232 | 260403 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 256 | 253816 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 255 | 252127 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/01/27 | &nbsp;&nbsp;&nbsp; 314 | 330356 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; $770 | $878973 |
| WP Carey Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/33 | &nbsp;&nbsp;&nbsp; 120 | 101499 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 | &nbsp;&nbsp;&nbsp; 117 | 115524 |
|  |  | 59766358 |
| **Retail — 2.4%** | **Retail — 2.4%** | **Retail — 2.4%** |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 156 | 154672 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 | &nbsp;&nbsp;&nbsp; 121 | 113879 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/29 | &nbsp;&nbsp;&nbsp; 100 | 100290 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 299 | 302241 |
| &nbsp;&nbsp;&nbsp; 5.89%, 03/15/35 | &nbsp;&nbsp;&nbsp; 465 | 484944 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 74 | 73028 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/01/33 | &nbsp;&nbsp;&nbsp; 25 | 27941 |
| Best Buy Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2508 | 2249054 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 | &nbsp;&nbsp;&nbsp; 2254 | 2277990 |
| Costco Wholesale Corp., 1.60%, 04/20/30 | &nbsp;&nbsp;&nbsp; 73 | 66263 |
| Darden Restaurants Inc., 4.55%, 02/15/48 | &nbsp;&nbsp;&nbsp; 61 | 51086 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14506 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 72 | 57265 |
| Dollar Tree Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/51 | &nbsp;&nbsp;&nbsp; 90 | 61634 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 | &nbsp;&nbsp;&nbsp; 35 | 34967 |
| Ferguson Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/31 | &nbsp;&nbsp;&nbsp; 75 | 74921 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/03/34 | &nbsp;&nbsp;&nbsp; 1020 | 1034161 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 | &nbsp;&nbsp;&nbsp; 105 | 92656 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | &nbsp;&nbsp;&nbsp; 140 | 81925 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 262 | 248312 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | &nbsp;&nbsp;&nbsp; 170 | 107085 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | &nbsp;&nbsp;&nbsp; 325 | 319596 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | &nbsp;&nbsp;&nbsp; 1296 | 1255163 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | &nbsp;&nbsp;&nbsp; 217 | 150818 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | &nbsp;&nbsp;&nbsp; 550 | 518502 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 79 | 65389 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 172 | 124158 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | &nbsp;&nbsp;&nbsp; 321 | 228867 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | &nbsp;&nbsp;&nbsp; 215 | 160312 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 | &nbsp;&nbsp;&nbsp; 95 | 94953 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | &nbsp;&nbsp;&nbsp; 833 | 835353 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | &nbsp;&nbsp;&nbsp; 318 | 256649 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 119616 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | &nbsp;&nbsp;&nbsp; 226 | 198565 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | &nbsp;&nbsp;&nbsp; 373 | 321235 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | &nbsp;&nbsp;&nbsp; 328 | 290229 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | &nbsp;&nbsp;&nbsp; 405 | 412079 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | &nbsp;&nbsp;&nbsp; 312 | 273887 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 | &nbsp;&nbsp;&nbsp; 200 | 199916 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | &nbsp;&nbsp;&nbsp; 317 | 300231 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 | &nbsp;&nbsp;&nbsp; 355 | 365448 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 46563 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54 | &nbsp;&nbsp;&nbsp; 25 | 24403 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 252 | 261889 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 | &nbsp;&nbsp;&nbsp; 205 | 200412 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | &nbsp;&nbsp;&nbsp; 801 | 875294 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; 225 | 243092 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | &nbsp;&nbsp;&nbsp; $270 | $239680 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | &nbsp;&nbsp;&nbsp; 411 | 377443 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | &nbsp;&nbsp;&nbsp; 360 | 232625 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 | &nbsp;&nbsp;&nbsp; 120 | 118286 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | &nbsp;&nbsp;&nbsp; 342 | 261942 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 | &nbsp;&nbsp;&nbsp; 460 | 441941 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | &nbsp;&nbsp;&nbsp; 462 | 370899 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | &nbsp;&nbsp;&nbsp; 244 | 195455 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 270 | 229423 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | &nbsp;&nbsp;&nbsp; 431 | 343449 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 257 | 260353 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 | &nbsp;&nbsp;&nbsp; 112 | 95640 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 | &nbsp;&nbsp;&nbsp; 276 | 252446 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 | &nbsp;&nbsp;&nbsp; 395 | 405473 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | &nbsp;&nbsp;&nbsp; 34 | 33264 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 | &nbsp;&nbsp;&nbsp; 165 | 152889 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | &nbsp;&nbsp;&nbsp; 288 | 302018 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 | &nbsp;&nbsp;&nbsp; 126 | 124475 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | &nbsp;&nbsp;&nbsp; 182 | 181180 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | &nbsp;&nbsp;&nbsp; 115 | 115459 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 112 | 120299 |
| Lowe's Cos. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | &nbsp;&nbsp;&nbsp; 300 | 299922 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299982 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 300 | 298611 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 300 | 298807 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | &nbsp;&nbsp;&nbsp; 300 | 299425 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/01/30 | &nbsp;&nbsp;&nbsp; 48 | 44392 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 | &nbsp;&nbsp;&nbsp; 31 | 29547 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 | &nbsp;&nbsp;&nbsp; 15 | 14739 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 | &nbsp;&nbsp;&nbsp; 324 | 242790 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 24 | 19822 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 25 | 24940 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 187 | 153832 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | &nbsp;&nbsp;&nbsp; 198 | 171576 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | &nbsp;&nbsp;&nbsp; 117 | 100842 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | &nbsp;&nbsp;&nbsp; 229 | 205316 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/40 | &nbsp;&nbsp;&nbsp; 123 | 120105 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 | &nbsp;&nbsp;&nbsp; 487 | 452444 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/09/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 61470 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/39 | &nbsp;&nbsp;&nbsp; 45 | 48113 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | &nbsp;&nbsp;&nbsp; 247 | 276416 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | &nbsp;&nbsp;&nbsp; 202 | 225689 |
| O'Reilly Automotive Inc., 4.20%, 04/01/30 | &nbsp;&nbsp;&nbsp; 49 | 48932 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 | &nbsp;&nbsp;&nbsp; 61 | 56378 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | &nbsp;&nbsp;&nbsp; 160 | 111795 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 5 | 4950 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 309 | 220667 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | &nbsp;&nbsp;&nbsp; 190 | 145365 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 104 | 88864 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | &nbsp;&nbsp;&nbsp; 218 | 183828 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 | &nbsp;&nbsp;&nbsp; 302 | 256772 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 101 | 94621 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; 202 | 198380 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/46 | &nbsp;&nbsp;&nbsp; 411 | 318720 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | &nbsp;&nbsp;&nbsp; 37 | 29575 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | &nbsp;&nbsp;&nbsp; 435 | 372112 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $261 | $263866 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/01/32 | &nbsp;&nbsp;&nbsp; 390 | 435349 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/37 | &nbsp;&nbsp;&nbsp; 317 | 363975 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | &nbsp;&nbsp;&nbsp; 185 | 217930 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 15 | 14924 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 219 | 192747 |
| Tractor Supply Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | &nbsp;&nbsp;&nbsp; 1907 | 1690891 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1987 | 2070893 |
|  |  | 31776392 |
| **Semiconductors — 3.3%** | **Semiconductors — 3.3%** | **Semiconductors — 3.3%** |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | &nbsp;&nbsp;&nbsp; 170 | 151267 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | &nbsp;&nbsp;&nbsp; 210 | 211600 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | &nbsp;&nbsp;&nbsp; 195 | 198446 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 | &nbsp;&nbsp;&nbsp; 1095 | 1141828 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/54 | &nbsp;&nbsp;&nbsp; 30 | 29514 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 552 | 500169 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 193086 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 1000 | 993957 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 100 | 99762 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | &nbsp;&nbsp;&nbsp; 326 | 286513 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/36 | &nbsp;&nbsp;&nbsp; 150 | 149097 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 | &nbsp;&nbsp;&nbsp; 518 | 532305 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 641 | 667113 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | &nbsp;&nbsp;&nbsp; 257 | 275685 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 | &nbsp;&nbsp;&nbsp; 145 | 128995 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 826 | 723432 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 404 | 348843 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | &nbsp;&nbsp;&nbsp; 456 | 427532 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | &nbsp;&nbsp;&nbsp; 572 | 528202 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | &nbsp;&nbsp;&nbsp; 455 | 378274 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51 | &nbsp;&nbsp;&nbsp; 736 | 571412 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | &nbsp;&nbsp;&nbsp; 73 | 73032 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29615 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 | &nbsp;&nbsp;&nbsp; 55 | 55146 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 | &nbsp;&nbsp;&nbsp; 304 | 302237 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | &nbsp;&nbsp;&nbsp; 185 | 188608 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 | &nbsp;&nbsp;&nbsp; 30 | 30403 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | &nbsp;&nbsp;&nbsp; 340 | 340823 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 | &nbsp;&nbsp;&nbsp; 375 | 374268 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 680 | 682608 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 283 | 292578 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 349098 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 | &nbsp;&nbsp;&nbsp; 1029 | 963806 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 | &nbsp;&nbsp;&nbsp; 286 | 251830 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 450 | 420485 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 371 | 234039 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | &nbsp;&nbsp;&nbsp; 227 | 132995 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 | &nbsp;&nbsp;&nbsp; 1094 | 1078993 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | &nbsp;&nbsp;&nbsp; 148 | 87922 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | &nbsp;&nbsp;&nbsp; 373 | 245342 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | &nbsp;&nbsp;&nbsp; 293 | 214262 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 | &nbsp;&nbsp;&nbsp; 50 | 49759 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 | &nbsp;&nbsp;&nbsp; 618 | 614046 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 | &nbsp;&nbsp;&nbsp; 242 | 237859 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 | &nbsp;&nbsp;&nbsp; 270 | 267518 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/32 | &nbsp;&nbsp;&nbsp; $390 | $374187 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 | &nbsp;&nbsp;&nbsp; 216 | 169107 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | &nbsp;&nbsp;&nbsp; 143 | 110585 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 | &nbsp;&nbsp;&nbsp; 180 | 174695 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/42 | &nbsp;&nbsp;&nbsp; 197 | 162859 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | &nbsp;&nbsp;&nbsp; 95 | 86152 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | &nbsp;&nbsp;&nbsp; 514 | 433415 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/41 | &nbsp;&nbsp;&nbsp; 310 | 279402 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 | &nbsp;&nbsp;&nbsp; 266 | 270057 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/29/45 | &nbsp;&nbsp;&nbsp; 380 | 334492 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 | &nbsp;&nbsp;&nbsp; 225 | 192514 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | &nbsp;&nbsp;&nbsp; 184 | 154358 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | &nbsp;&nbsp;&nbsp; 117 | 98462 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | &nbsp;&nbsp;&nbsp; 200 | 205810 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/21/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 220 | 223896 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 785 | 805445 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/21/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28580 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | &nbsp;&nbsp;&nbsp; 284 | 272476 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | &nbsp;&nbsp;&nbsp; 185 | 178884 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | &nbsp;&nbsp;&nbsp; 63 | 44872 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 | &nbsp;&nbsp;&nbsp; 30 | 27838 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 25 | 23454 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | &nbsp;&nbsp;&nbsp; 125 | 119427 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 1025 | 932719 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 296 | 196644 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | &nbsp;&nbsp;&nbsp; 173 | 110835 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | &nbsp;&nbsp;&nbsp; 942 | 943462 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | &nbsp;&nbsp;&nbsp; 244 | 227388 |
| Marvell Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | &nbsp;&nbsp;&nbsp; 60 | 55680 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50720 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51683 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/33 | &nbsp;&nbsp;&nbsp; 80 | 85760 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | &nbsp;&nbsp;&nbsp; 243 | 217817 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 274 | 194229 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 | &nbsp;&nbsp;&nbsp; 20 | 20252 |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 | &nbsp;&nbsp;&nbsp; 51 | 52597 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | &nbsp;&nbsp;&nbsp; 135 | 143802 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | &nbsp;&nbsp;&nbsp; 1718 | 1553330 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 2159 | 2070061 |
| NXP BV/NXP Funding LLC, 5.55%, 12/01/28 | &nbsp;&nbsp;&nbsp; 1870 | 1936540 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | &nbsp;&nbsp;&nbsp; 532 | 482004 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | &nbsp;&nbsp;&nbsp; 290 | 259615 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | &nbsp;&nbsp;&nbsp; 46 | 34067 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | &nbsp;&nbsp;&nbsp; 97 | 95632 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | &nbsp;&nbsp;&nbsp; 240 | 183173 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 134164 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 325 | 313405 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 | &nbsp;&nbsp;&nbsp; 365 | 365993 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | &nbsp;&nbsp;&nbsp; 903 | 904235 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | &nbsp;&nbsp;&nbsp; 255 | 255961 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/19/32 | &nbsp;&nbsp;&nbsp; 75 | 75601 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | &nbsp;&nbsp;&nbsp; 489 | 497267 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/19/35 | &nbsp;&nbsp;&nbsp; 235 | 238962 |
| Qorvo Inc., 4.38%, 10/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54160 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | &nbsp;&nbsp;&nbsp; $275 | $235188 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 235 | 202646 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151537 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | &nbsp;&nbsp;&nbsp; 221 | 205882 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | &nbsp;&nbsp;&nbsp; 185 | 198798 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | &nbsp;&nbsp;&nbsp; 884 | 804557 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | &nbsp;&nbsp;&nbsp; 735 | 654222 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1013 | 955344 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 333 | 208746 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 663 | 654524 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | &nbsp;&nbsp;&nbsp; 532 | 513109 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | &nbsp;&nbsp;&nbsp; 133 | 120062 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 444 | 372081 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | &nbsp;&nbsp;&nbsp; 145 | 148018 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; 844 | 857742 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 370 | 378622 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 715 | 738286 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 | &nbsp;&nbsp;&nbsp; 230 | 238229 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 139964 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19228 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | &nbsp;&nbsp;&nbsp; 436 | 399185 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 | &nbsp;&nbsp;&nbsp; 20 | 16389 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/25/51 | &nbsp;&nbsp;&nbsp; 317 | 245500 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 | &nbsp;&nbsp;&nbsp; 155 | 154816 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/22/29 | &nbsp;&nbsp;&nbsp; 133 | 133689 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/22/32 | &nbsp;&nbsp;&nbsp; 300 | 302644 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52 | &nbsp;&nbsp;&nbsp; 290 | 277977 |
|  |  | 42890014 |
| **Shipbuilding — 0.1%** | **Shipbuilding — 0.1%** | **Shipbuilding — 0.1%** |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 | &nbsp;&nbsp;&nbsp; 295 | 278873 |
| &nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 | &nbsp;&nbsp;&nbsp; 124 | 122390 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 368 | 364280 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 | &nbsp;&nbsp;&nbsp; 50 | 51765 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | &nbsp;&nbsp;&nbsp; 30 | 31808 |
|  |  | 849116 |
| **Software — 3.6%** | **Software — 3.6%** | **Software — 3.6%** |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 | &nbsp;&nbsp;&nbsp; 827 | 812194 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | &nbsp;&nbsp;&nbsp; 3039 | 2850127 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | &nbsp;&nbsp;&nbsp; 25 | 25713 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 | &nbsp;&nbsp;&nbsp; 475 | 493072 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/17/35 | &nbsp;&nbsp;&nbsp; 275 | 291537 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | &nbsp;&nbsp;&nbsp; 1360 | 1215641 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 875 | 829587 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | &nbsp;&nbsp;&nbsp; 1103 | 1094857 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | &nbsp;&nbsp;&nbsp; 395 | 408441 |
| Broadridge Financial Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | &nbsp;&nbsp;&nbsp; 877 | 798500 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 539 | 511829 |
| Cadence Design Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/10/27 | &nbsp;&nbsp;&nbsp; 500 | 502152 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 | &nbsp;&nbsp;&nbsp; 985 | 990516 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/10/34 | &nbsp;&nbsp;&nbsp; 1010 | 1015424 |
| Concentrix Corp., 6.85%, 08/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 84763 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Electronic Arts Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | &nbsp;&nbsp;&nbsp; $340 | $329432 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 412 | 389290 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 27 | 22957 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | &nbsp;&nbsp;&nbsp; 550 | 563852 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 45 | 43530 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 | &nbsp;&nbsp;&nbsp; 413 | 329346 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/31 | &nbsp;&nbsp;&nbsp; 55 | 54637 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 85317 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 | &nbsp;&nbsp;&nbsp; 20 | 20672 |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | &nbsp;&nbsp;&nbsp; 500 | 480994 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 850 | 763904 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 | &nbsp;&nbsp;&nbsp; 625 | 645211 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | &nbsp;&nbsp;&nbsp; 1165 | 1223133 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 387 | 388783 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | &nbsp;&nbsp;&nbsp; 381 | 241408 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 | &nbsp;&nbsp;&nbsp; 316 | 188072 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | &nbsp;&nbsp;&nbsp; 755 | 511812 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | &nbsp;&nbsp;&nbsp; 210 | 135917 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 | &nbsp;&nbsp;&nbsp; 864 | 860951 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 | &nbsp;&nbsp;&nbsp; 493 | 455978 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1489 | 1419247 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/42 | &nbsp;&nbsp;&nbsp; 106 | 88081 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 | &nbsp;&nbsp;&nbsp; 418 | 338880 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/12/55 | &nbsp;&nbsp;&nbsp; 466 | 382793 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 | &nbsp;&nbsp;&nbsp; 405 | 397923 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 212570 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/06/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 294 | 267701 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/03/45 | &nbsp;&nbsp;&nbsp; 215 | 203578 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/40 | &nbsp;&nbsp;&nbsp; 120 | 118743 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 331 | 302612 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/08/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 218729 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 95 | 88410 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 192 | 180386 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 220 | 169795 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 690 | 456633 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 | &nbsp;&nbsp;&nbsp; 197 | 164126 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 | &nbsp;&nbsp;&nbsp; 369 | 318034 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | &nbsp;&nbsp;&nbsp; 762 | 497851 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 | &nbsp;&nbsp;&nbsp; 402 | 355923 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | &nbsp;&nbsp;&nbsp; 619 | 430960 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 | &nbsp;&nbsp;&nbsp; 726 | 530532 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp; 545 | 397577 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 | &nbsp;&nbsp;&nbsp; 314 | 212003 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 | &nbsp;&nbsp;&nbsp; 431 | 325510 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 | &nbsp;&nbsp;&nbsp; 140 | 137969 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 | &nbsp;&nbsp;&nbsp; 550 | 509977 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 | &nbsp;&nbsp;&nbsp; 447 | 326960 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 | &nbsp;&nbsp;&nbsp; 260 | 208797 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | &nbsp;&nbsp;&nbsp; 240 | 235754 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 | &nbsp;&nbsp;&nbsp; 510 | 476215 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 | &nbsp;&nbsp;&nbsp; 530 | 453378 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 | &nbsp;&nbsp;&nbsp; 535 | 452472 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 | &nbsp;&nbsp;&nbsp; 211 | 184983 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 | &nbsp;&nbsp;&nbsp; 1015 | 947650 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 | &nbsp;&nbsp;&nbsp; 250 | 232218 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 | &nbsp;&nbsp;&nbsp; $400 | $372389 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 | &nbsp;&nbsp;&nbsp; 295 | 298010 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 | &nbsp;&nbsp;&nbsp; 135 | 125602 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 | &nbsp;&nbsp;&nbsp; 420 | 445868 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 399 | 418504 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 | &nbsp;&nbsp;&nbsp; 445 | 462059 |
| Paychex Inc., 5.60%, 04/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15757 |
| Roper Technologies Inc., 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 6 | 5737 |
| Salesforce Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 | &nbsp;&nbsp;&nbsp; 434 | 281740 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/11/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4896 | 4893450 |
| ServiceNow Inc., 1.40%, 09/01/30 | &nbsp;&nbsp;&nbsp; 2476 | 2183353 |
| Synopsys Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 105 | 107310 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 | &nbsp;&nbsp;&nbsp; 790 | 809807 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 | &nbsp;&nbsp;&nbsp; 1235 | 1262078 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/55 | &nbsp;&nbsp;&nbsp; 320 | 321011 |
| VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 | &nbsp;&nbsp;&nbsp; 796 | 794776 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 | &nbsp;&nbsp;&nbsp; 711 | 722942 |
| Workday Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 80 | 79454 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 728 | 718801 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 | &nbsp;&nbsp;&nbsp; 735 | 705759 |
|  |  | 46928926 |
| **Telecommunications — 3.7%** | **Telecommunications — 3.7%** | **Telecommunications — 3.7%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 | &nbsp;&nbsp;&nbsp; 100 | 94381 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | &nbsp;&nbsp;&nbsp; 125 | 109969 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49 | &nbsp;&nbsp;&nbsp; 302 | 257862 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/21/32 | &nbsp;&nbsp;&nbsp; 215 | 217405 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/37 | &nbsp;&nbsp;&nbsp; 153 | 166242 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | &nbsp;&nbsp;&nbsp; 390 | 421156 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 | &nbsp;&nbsp;&nbsp; 225 | 249842 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 | &nbsp;&nbsp;&nbsp; 375 | 249794 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1285 | 884077 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 | &nbsp;&nbsp;&nbsp; 280 | 183137 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 | &nbsp;&nbsp;&nbsp; 1360 | 930772 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 | &nbsp;&nbsp;&nbsp; 560 | 402437 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | &nbsp;&nbsp;&nbsp; 1216 | 828263 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 | &nbsp;&nbsp;&nbsp; 1164 | 826841 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 | &nbsp;&nbsp;&nbsp; 427 | 302901 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20011 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 120 | 120661 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 | &nbsp;&nbsp;&nbsp; 350 | 301479 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp;&nbsp; 84 | 84492 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 | &nbsp;&nbsp;&nbsp; 122 | 102707 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 728 | 707707 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 | &nbsp;&nbsp;&nbsp; 311 | 262272 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | &nbsp;&nbsp;&nbsp; 236 | 199482 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 458 | 406225 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | &nbsp;&nbsp;&nbsp; 50 | 45009 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 | &nbsp;&nbsp;&nbsp; 311 | 299585 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/15/45 | &nbsp;&nbsp;&nbsp; 50 | 45040 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 | &nbsp;&nbsp;&nbsp; 55 | 54158 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/42 | &nbsp;&nbsp;&nbsp; 57 | 55006 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 | &nbsp;&nbsp;&nbsp; 220 | 205152 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/50 | &nbsp;&nbsp;&nbsp; 251 | 230483 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 | &nbsp;&nbsp;&nbsp; 599 | 612373 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/01/40 | &nbsp;&nbsp;&nbsp; 262 | 260936 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 | &nbsp;&nbsp;&nbsp; $191 | $185027 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/41 | &nbsp;&nbsp;&nbsp; 127 | 128382 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 154 | 158089 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 187 | 183302 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/40 | &nbsp;&nbsp;&nbsp; 133 | 140271 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/15/38 | &nbsp;&nbsp;&nbsp; 135 | 148027 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 140 | 152423 |
| &nbsp;&nbsp;&nbsp; 6.55%, 02/15/39 | &nbsp;&nbsp;&nbsp; 25 | 27933 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 | &nbsp;&nbsp;&nbsp; 60 | 42971 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | &nbsp;&nbsp;&nbsp; 43 | 34514 |
| &nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | &nbsp;&nbsp;&nbsp; 68 | 56861 |
| &nbsp;&nbsp;&nbsp; Series US-4, 3.65%, 03/17/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 18203 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/04/28 | &nbsp;&nbsp;&nbsp; 482 | 494644 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 1471 | 1811093 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | &nbsp;&nbsp;&nbsp; 100 | 102915 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | &nbsp;&nbsp;&nbsp; 120 | 124568 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 125 | 129689 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | &nbsp;&nbsp;&nbsp; 294 | 288573 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | &nbsp;&nbsp;&nbsp; 70 | 67942 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 664 | 699467 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | &nbsp;&nbsp;&nbsp; 50 | 50407 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | &nbsp;&nbsp;&nbsp; 732 | 798161 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 | &nbsp;&nbsp;&nbsp; 318 | 261587 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 30 | 29496 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 | &nbsp;&nbsp;&nbsp; 80 | 73967 |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/15/30 | &nbsp;&nbsp;&nbsp; 372 | 437008 |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/32 | &nbsp;&nbsp;&nbsp; 10 | 12529 |
| Juniper Networks Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | &nbsp;&nbsp;&nbsp; 67 | 65510 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/41 | &nbsp;&nbsp;&nbsp; 140 | 140590 |
| Koninklijke KPN NV, 8.38%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1801 | 2114361 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; 75 | 68049 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 | &nbsp;&nbsp;&nbsp; 234 | 236430 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | &nbsp;&nbsp;&nbsp; 222 | 224790 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | &nbsp;&nbsp;&nbsp; 120 | 125030 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 | &nbsp;&nbsp;&nbsp; 105 | 110663 |
| Nokia OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/27 | &nbsp;&nbsp;&nbsp; 1835 | 1835888 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/39 | &nbsp;&nbsp;&nbsp; 138 | 148346 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/13/42 | &nbsp;&nbsp;&nbsp; 223 | 221156 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/06/44 | &nbsp;&nbsp;&nbsp; 221 | 220096 |
| &nbsp;&nbsp;&nbsp; 9.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 932 | 1128592 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 | &nbsp;&nbsp;&nbsp; 214 | 156658 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | &nbsp;&nbsp;&nbsp; 290 | 235587 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/49 | &nbsp;&nbsp;&nbsp; 205 | 165586 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/43 | &nbsp;&nbsp;&nbsp; 124 | 105845 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 204 | 165729 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | &nbsp;&nbsp;&nbsp; 282 | 256394 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | &nbsp;&nbsp;&nbsp; 175 | 167421 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 259 | 302863 |
| Sprint Capital Corp., 8.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 270 | 328726 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/08/27 | &nbsp;&nbsp;&nbsp; 332 | 331429 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/06/38 | &nbsp;&nbsp;&nbsp; $65 | $59888 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/06/48 | &nbsp;&nbsp;&nbsp; 203 | 172602 |
| &nbsp;&nbsp;&nbsp; 5.21%, 03/08/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 489 | 435988 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/01/49 | &nbsp;&nbsp;&nbsp; 165 | 152181 |
| &nbsp;&nbsp;&nbsp; 7.05%, 06/20/36 | &nbsp;&nbsp;&nbsp; 619 | 698462 |
| Telefonica Europe BV, 8.25%, 09/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 421 | 484912 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/16/27 | &nbsp;&nbsp;&nbsp; 1012 | 995593 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | &nbsp;&nbsp;&nbsp; 821 | 814976 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/16/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 17265 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | &nbsp;&nbsp;&nbsp; 60 | 57252 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 | &nbsp;&nbsp;&nbsp; 530 | 493082 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 | &nbsp;&nbsp;&nbsp; 210 | 158157 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 | &nbsp;&nbsp;&nbsp; 711 | 484937 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; 400 | 389911 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 | &nbsp;&nbsp;&nbsp; 620 | 425426 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 | &nbsp;&nbsp;&nbsp; 675 | 647389 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 | &nbsp;&nbsp;&nbsp; 624 | 425655 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 537 | 528831 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 | &nbsp;&nbsp;&nbsp; 280 | 254761 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 | &nbsp;&nbsp;&nbsp; 818 | 688124 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/33 | &nbsp;&nbsp;&nbsp; 104 | 107831 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 | &nbsp;&nbsp;&nbsp; 225 | 222305 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | &nbsp;&nbsp;&nbsp; 221 | 222681 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | &nbsp;&nbsp;&nbsp; 395 | 349107 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | &nbsp;&nbsp;&nbsp; 305 | 279080 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50 | &nbsp;&nbsp;&nbsp; 473 | 299050 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | &nbsp;&nbsp;&nbsp; 817 | 497796 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/22/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9996 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 412 | 246431 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 | &nbsp;&nbsp;&nbsp; 677 | 491049 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | &nbsp;&nbsp;&nbsp; 816 | 566695 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | &nbsp;&nbsp;&nbsp; 163 | 132055 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 | &nbsp;&nbsp;&nbsp; 27 | 26863 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | &nbsp;&nbsp;&nbsp; 107 | 83259 |
| &nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | &nbsp;&nbsp;&nbsp; 59 | 58582 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/46 | &nbsp;&nbsp;&nbsp; 185 | 150597 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | &nbsp;&nbsp;&nbsp; 808 | 763104 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 | &nbsp;&nbsp;&nbsp; 31 | 31244 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 | &nbsp;&nbsp;&nbsp; 696 | 676244 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 | &nbsp;&nbsp;&nbsp; 677 | 671372 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/15/48 | &nbsp;&nbsp;&nbsp; 400 | 341452 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/15/55 | &nbsp;&nbsp;&nbsp; 375 | 318802 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | &nbsp;&nbsp;&nbsp; 196 | 180219 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | &nbsp;&nbsp;&nbsp; 407 | 392062 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | &nbsp;&nbsp;&nbsp; 727 | 656682 |
| &nbsp;&nbsp;&nbsp; 5.01%, 04/15/49 | &nbsp;&nbsp;&nbsp; 203 | 185692 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | &nbsp;&nbsp;&nbsp; 390 | 350964 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/37 | &nbsp;&nbsp;&nbsp; 816 | 829104 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 74 | 75690 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/16/47 | &nbsp;&nbsp;&nbsp; 372 | 364851 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 145001 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/65 | &nbsp;&nbsp;&nbsp; 500 | 505356 |
| &nbsp;&nbsp;&nbsp; 6.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 135 | 149820 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/43 | &nbsp;&nbsp;&nbsp; 335 | 371826 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/30 | &nbsp;&nbsp;&nbsp; 135 | 155409 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 | &nbsp;&nbsp;&nbsp; 211 | 167747 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/30/28 | &nbsp;&nbsp;&nbsp; 30 | 30489 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/19/43 | &nbsp;&nbsp;&nbsp; $340 | $293880 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 | &nbsp;&nbsp;&nbsp; 464 | 410256 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/38 | &nbsp;&nbsp;&nbsp; 100 | 99101 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 | &nbsp;&nbsp;&nbsp; 558 | 524894 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 | &nbsp;&nbsp;&nbsp; 282 | 308867 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/30/32 | &nbsp;&nbsp;&nbsp; 407 | 443848 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/30 | &nbsp;&nbsp;&nbsp; 586 | 670730 |
|  |  | 47895120 |
| **Toys, Games & Hobbies — 0.2%** | **Toys, Games & Hobbies — 0.2%** | **Toys, Games & Hobbies — 0.2%** |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 | &nbsp;&nbsp;&nbsp; 627 | 620108 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | &nbsp;&nbsp;&nbsp; 1055 | 1036528 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/34 | &nbsp;&nbsp;&nbsp; 444 | 471002 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | &nbsp;&nbsp;&nbsp; 25 | 26460 |
| Mattel Inc., 5.45%, 11/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33480 |
|  |  | 2187578 |
| **Transportation — 2.1%** | **Transportation — 2.1%** | **Transportation — 2.1%** |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | &nbsp;&nbsp;&nbsp; 284 | 192111 |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | &nbsp;&nbsp;&nbsp; 313 | 234112 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | &nbsp;&nbsp;&nbsp; 155 | 126231 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | &nbsp;&nbsp;&nbsp; 225 | 185708 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | &nbsp;&nbsp;&nbsp; 195 | 163223 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | &nbsp;&nbsp;&nbsp; 219 | 183017 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | &nbsp;&nbsp;&nbsp; 18 | 16272 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | &nbsp;&nbsp;&nbsp; 10 | 9064 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | &nbsp;&nbsp;&nbsp; 118 | 108139 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | &nbsp;&nbsp;&nbsp; 30 | 28646 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 | &nbsp;&nbsp;&nbsp; 15 | 14634 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44604 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | &nbsp;&nbsp;&nbsp; 45 | 46072 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 | &nbsp;&nbsp;&nbsp; 56 | 59934 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 30 | 33660 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/36 | &nbsp;&nbsp;&nbsp; 20 | 22538 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 317 | 190500 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | &nbsp;&nbsp;&nbsp; 436 | 320476 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | &nbsp;&nbsp;&nbsp; 459 | 355831 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/12/31 | &nbsp;&nbsp;&nbsp; 75 | 75269 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/18/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 148161 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | &nbsp;&nbsp;&nbsp; 305 | 266719 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75525 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | &nbsp;&nbsp;&nbsp; 203 | 227589 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/34 | &nbsp;&nbsp;&nbsp; 223 | 248978 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/37 | &nbsp;&nbsp;&nbsp; 192 | 217461 |
| &nbsp;&nbsp;&nbsp; 6.90%, 07/15/28 | &nbsp;&nbsp;&nbsp; 60 | 64496 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 | &nbsp;&nbsp;&nbsp; 87 | 79924 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 | &nbsp;&nbsp;&nbsp; 563 | 381121 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; 10 | 10011 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 | &nbsp;&nbsp;&nbsp; 154 | 117960 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | &nbsp;&nbsp;&nbsp; 93 | 92943 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 | &nbsp;&nbsp;&nbsp; 195 | 181265 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | &nbsp;&nbsp;&nbsp; 51 | 55217 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115 | &nbsp;&nbsp;&nbsp; 226 | 231013 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/15/31 | &nbsp;&nbsp;&nbsp; 82 | 93574 |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 | &nbsp;&nbsp;&nbsp; 2764 | 2772088 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | &nbsp;&nbsp;&nbsp; 298 | 279989 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 10 | 9909 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | &nbsp;&nbsp;&nbsp; $199 | $143160 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | &nbsp;&nbsp;&nbsp; 23 | 22957 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | &nbsp;&nbsp;&nbsp; 251 | 200954 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | &nbsp;&nbsp;&nbsp; 178 | 138517 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 | &nbsp;&nbsp;&nbsp; 214 | 169917 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | &nbsp;&nbsp;&nbsp; 188 | 160023 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | &nbsp;&nbsp;&nbsp; 243 | 245384 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | &nbsp;&nbsp;&nbsp; 237 | 186830 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 279 | 237444 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/43 | &nbsp;&nbsp;&nbsp; 84 | 74821 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 188 | 163680 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 222 | 190594 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | &nbsp;&nbsp;&nbsp; 80 | 67181 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | &nbsp;&nbsp;&nbsp; 169 | 158921 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | &nbsp;&nbsp;&nbsp; 204 | 185336 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 | &nbsp;&nbsp;&nbsp; 168 | 173534 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 116 | 127030 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 250 | 277425 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 161236 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 | &nbsp;&nbsp;&nbsp; 159 | 153137 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/41 | &nbsp;&nbsp;&nbsp; 5 | 3766 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 168 | 169344 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/45 | &nbsp;&nbsp;&nbsp; 303 | 259276 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/17/48 | &nbsp;&nbsp;&nbsp; 5 | 4399 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 162230 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 | &nbsp;&nbsp;&nbsp; 163 | 154026 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 | &nbsp;&nbsp;&nbsp; 220 | 141863 |
| &nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 | &nbsp;&nbsp;&nbsp; 220 | 145445 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 | &nbsp;&nbsp;&nbsp; 174 | 125150 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 | &nbsp;&nbsp;&nbsp; 85 | 62931 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/01/28 | &nbsp;&nbsp;&nbsp; 335 | 333797 |
| &nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 | &nbsp;&nbsp;&nbsp; 334 | 269345 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 | &nbsp;&nbsp;&nbsp; 183 | 154725 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 | &nbsp;&nbsp;&nbsp; 380 | 302167 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/49 | &nbsp;&nbsp;&nbsp; 131 | 106974 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 | &nbsp;&nbsp;&nbsp; 148 | 105368 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 | &nbsp;&nbsp;&nbsp; 243 | 201727 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 | &nbsp;&nbsp;&nbsp; 148 | 130616 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/46 | &nbsp;&nbsp;&nbsp; 123 | 110779 |
| &nbsp;&nbsp;&nbsp; 4.84%, 10/01/41 | &nbsp;&nbsp;&nbsp; 233 | 222407 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2118 | &nbsp;&nbsp;&nbsp; 60 | 53235 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 | &nbsp;&nbsp;&nbsp; 120 | 118180 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/26 | &nbsp;&nbsp;&nbsp; 441 | 436067 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 | &nbsp;&nbsp;&nbsp; 63 | 63194 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/30 | &nbsp;&nbsp;&nbsp; 75 | 74905 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 86933 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 35 | 35778 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 580 | 594044 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 | &nbsp;&nbsp;&nbsp; 535 | 549799 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; 1123 | 1154098 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 575 | 583198 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 135 | 139889 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/29 | &nbsp;&nbsp;&nbsp; 297 | 310310 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 450 | 465175 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 530 | 562082 |
| &nbsp;&nbsp;&nbsp; 6.60%, 12/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1108 | 1242303 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 | &nbsp;&nbsp;&nbsp; 160 | 104550 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 | &nbsp;&nbsp;&nbsp; $247 | $147864 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 | &nbsp;&nbsp;&nbsp; 469 | 331160 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/15/46 | &nbsp;&nbsp;&nbsp; 158 | 117318 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 86382 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 | &nbsp;&nbsp;&nbsp; 234 | 169620 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 | &nbsp;&nbsp;&nbsp; 20 | 17260 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | &nbsp;&nbsp;&nbsp; 109 | 75302 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 | &nbsp;&nbsp;&nbsp; 15 | 13461 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 | &nbsp;&nbsp;&nbsp; 195 | 135168 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | &nbsp;&nbsp;&nbsp; 366 | 282355 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | &nbsp;&nbsp;&nbsp; 216 | 152256 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | &nbsp;&nbsp;&nbsp; 331 | 244900 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 | &nbsp;&nbsp;&nbsp; 122 | 86809 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 | &nbsp;&nbsp;&nbsp; 253 | 194598 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 | &nbsp;&nbsp;&nbsp; 5 | 5007 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | &nbsp;&nbsp;&nbsp; 273 | 207659 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 | &nbsp;&nbsp;&nbsp; 158 | 129047 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 | &nbsp;&nbsp;&nbsp; 192 | 160459 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | &nbsp;&nbsp;&nbsp; 235 | 195380 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 | &nbsp;&nbsp;&nbsp; 186 | 142204 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | &nbsp;&nbsp;&nbsp; 243 | 204552 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 | &nbsp;&nbsp;&nbsp; 243 | 211938 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/20/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207625 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/29 | &nbsp;&nbsp;&nbsp; 28 | 30206 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/29 | &nbsp;&nbsp;&nbsp; 20 | 18999 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 12 | 11827 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 | &nbsp;&nbsp;&nbsp; 142 | 106914 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/49 | &nbsp;&nbsp;&nbsp; 287 | 207088 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/42 | &nbsp;&nbsp;&nbsp; 126 | 102599 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 | &nbsp;&nbsp;&nbsp; 420 | 330027 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 | &nbsp;&nbsp;&nbsp; 316 | 266011 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 | &nbsp;&nbsp;&nbsp; 112 | 114265 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 | &nbsp;&nbsp;&nbsp; 393 | 383571 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 193364 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 112634 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 | &nbsp;&nbsp;&nbsp; 734 | 816866 |
|  |  | 27154835 |
| **Trucking & Leasing — 0.2%** | **Trucking & Leasing — 0.2%** | **Trucking & Leasing — 0.2%** |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/01/31 | &nbsp;&nbsp;&nbsp; 15 | 13191 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | &nbsp;&nbsp;&nbsp; 162 | 105050 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 84 | 82753 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 95 | 88771 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 | &nbsp;&nbsp;&nbsp; 48 | 47765 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/07/28 | &nbsp;&nbsp;&nbsp; 128 | 129201 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 118 | 119658 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 | &nbsp;&nbsp;&nbsp; 210 | 211307 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 92 | 87660 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/27 | &nbsp;&nbsp;&nbsp; 25 | 25356 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/33 | &nbsp;&nbsp;&nbsp; 285 | 296695 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 85 | 87833 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/34 | &nbsp;&nbsp;&nbsp; 462 | 494782 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/54 | &nbsp;&nbsp;&nbsp; 465 | 477071 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/01/34 | &nbsp;&nbsp;&nbsp; 382 | 431784 |
|  |  | 2698877 |
| **Water — 0.2%** | **Water — 0.2%** | **Water — 0.2%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 | &nbsp;&nbsp;&nbsp; 106 | 100676 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Water (continued)** | **Water (continued)** | **Water (continued)** |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 | &nbsp;&nbsp;&nbsp; $28 | $27550 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 407 | 295659 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; 124 | 123491 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | &nbsp;&nbsp;&nbsp; 109 | 85098 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 201 | 165087 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 261 | 214054 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 254 | 210128 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/42 | &nbsp;&nbsp;&nbsp; 112 | 98428 |
| &nbsp;&nbsp;&nbsp; 6.59%, 10/15/37 | &nbsp;&nbsp;&nbsp; 192 | 219632 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; 124 | 116320 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 241 | 167069 |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 | &nbsp;&nbsp;&nbsp; 89 | 87036 |
| &nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 | &nbsp;&nbsp;&nbsp; 313 | 253335 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 | &nbsp;&nbsp;&nbsp; 50 | 50502 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 50 | 51272 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 | &nbsp;&nbsp;&nbsp; 262 | 246536 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 | &nbsp;&nbsp;&nbsp; 50 | 51935 |
| United Utilities PLC, 6.88%, 08/15/28 | &nbsp;&nbsp;&nbsp; 73 | 77993 |
|  |  | 2641801 |
| **Total Long-Term Investments — 98.4%** <br>**(Cost: $1,342,355,666)** | **Total Long-Term Investments — 98.4%** <br>**(Cost: $1,342,355,666)** | 1289193777 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 7.0%** | **Money Market Funds — 7.0%** | **Money Market Funds — 7.0%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 4.11%<sup>(e)(f)(g)</sup><br>| &nbsp;&nbsp;&nbsp; 70241698 | 70276819 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.94%<sup>(e)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 20790000 | 20790000 |
| **Total Short-Term Securities — 7.0%** <br>**(Cost: $91,033,893)** | **Total Short-Term Securities — 7.0%** <br>**(Cost: $91,033,893)** | 91066819 |
| **Total Investments — 105.4%** <br>**(Cost: $1,433,389,559)** | **Total Investments — 105.4%** <br>**(Cost: $1,433,389,559)** | 1380260596 |
| **Liabilities in Excess of Other Assets — (5.4)%** | **Liabilities in Excess of Other Assets — (5.4)%** | (70490048)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $1309770548 |

---

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

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

<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> 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>(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> Affiliate of the Fund.

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

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

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware USD Corporate Bond ETF** 

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*02/28/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*11/30/25*<br>| *Shares* <br>*Held at* <br>*11/30/25*<br>| *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>| $92177448 | $— | &nbsp;&nbsp; $(21899661 )<sup>(a)</sup><br>| &nbsp;&nbsp; $(1712)<br>| $744 | $70276819 | 70241698 | $133444 <br><sup>(b)</sup><br>| $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp;&nbsp; 3080000 | 17710000 <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; — | &nbsp;&nbsp; 20790000 | 20790000 | &nbsp;&nbsp; 145392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  | $(1712) | $744 | $91066819 |  | $278836 | $— |

---

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

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

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

**Fair Value Hierarchy as of Period End** 

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies 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; Corporate Bonds & Notes | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1289193777 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1289193777 |
| &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; 91066819 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 91066819 |
|  | &nbsp;&nbsp; $91066819 | &nbsp;&nbsp; $1289193777 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1380260596 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares ESG Aware USD Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000058037

- **c. LEI of Series:** 549300HXNJ8AFSTTJQ11

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1450292148.56

**Total Liabilities:** $140505254.22

**Net Assets:** $1309786894.34

**Cash Not Reported:** $7669.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 71.35000000 | **1-Year:** 35949.39000000 | **5-Year:** 266324.17000000 | **10-Year:** 185648.39000000 | **30-Year:** 415095.81000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 48.52000000 | **10-Year:** 0.00000000 | **30-Year:** 75.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000189865 | 1.49%                | 0.39%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $82710.96                | $12802866.89                               |
| Month 2  | $26480.13                | $174999.92                                 |
| Month 3  | $-497363.37              | $4402789.69                                |

### Schedule of Portfolio Investments

| Name                                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                            | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    315000 | PA      | $285971.23    | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ABB FINANCE USA INC                            | ABB Finance USA Inc                                                             | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1614031.96   | 0.12%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                      | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37619.01     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                      | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65943.84     | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                      | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    562000 | PA      | $587172.87    | 0.04%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66615.85     | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    202000 | PA      | $140475.74    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    654000 | PA      | $450211.42    | 0.03%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    416000 | PA      | $418743.36    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    415000 | PA      | $385753.89    | 0.03%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    697000 | PA      | $722013.16    | 0.06%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57180.62     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    467000 | PA      | $489324.03    | 0.04%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119475.34    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     22000 | PA      | $19771.65     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    135000 | PA      | $148026.80    | 0.01%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27933.39     | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128381.91    | 0.01%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301479.03    | 0.02%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    122000 | PA      | $102707.14    | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45009.01     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    728000 | PA      | $707707.00    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    458000 | PA      | $406224.55    | 0.03%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    154000 | PA      | $158088.88    | 0.01%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    133000 | PA      | $140271.39    | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $152423.03    | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55005.75     | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    311000 | PA      | $262272.45    | 0.02%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    236000 | PA      | $199481.60    | 0.02%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    599000 | PA      | $612373.18    | 0.05%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    191000 | PA      | $185026.52    | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183302.40    | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    251000 | PA      | $230482.86    | 0.02%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54158.47     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20011.45     | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120661.44    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205151.80    | 0.02%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84491.77     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    311000 | PA      | $299584.67    | 0.02%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45040.38     | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    560000 | PA      | $402436.93    | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    427000 | PA      | $302901.01    | 0.02%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $249794.37    | 0.02%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $183136.77    | 0.01%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $884076.97    | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $930772.30    | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $828263.21    | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $826841.34    | 0.06%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    507000 | PA      | $472966.53    | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    441000 | PA      | $343942.03    | 0.03%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $192628.97    | 0.01%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    143000 | PA      | $160069.48    | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96992.78     | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406001.35    | 0.03%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96716.73     | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    590000 | PA      | $535098.44    | 0.04%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    813000 | PA      | $807180.24    | 0.06%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    843000 | PA      | $777852.65    | 0.06%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    427000 | PA      | $413646.29    | 0.03%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    522000 | PA      | $462354.25    | 0.04%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    403000 | PA      | $374879.24    | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226370.49    | 0.02%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    695000 | PA      | $628512.35    | 0.05%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1107111.54   | 0.08%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69931.14     | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    317000 | PA      | $315448.82    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    705000 | PA      | $705357.48    | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170481.14    | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166956.24    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225246.23    | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     44000 | PA      | $50860.18     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39385.19     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    220000 | PA      | $195024.13    | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                           | ACE Capital Trust II                                                            | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $78156.43     | 0.01%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                         | Acuity Brands Lighting Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1123673.82   | 0.09%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    827000 | PA      | $812194.25    | 0.06%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   3039000 | PA      | $2850127.03   | 0.22%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25713.07     | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $493072.13    | 0.04%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291536.67    | 0.02%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    290000 | PA      | $287750.68    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    527000 | PA      | $523830.90    | 0.04%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    326000 | PA      | $328384.67    | 0.03%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    684000 | PA      | $662281.14    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1011000 | PA      | $937436.59    | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    669000 | PA      | $606732.24    | 0.05%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    347000 | PA      | $285980.17    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155438.68    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $161133.90    | 0.01%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    419000 | PA      | $430674.73    | 0.03%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153700.56    | 0.01%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    546000 | PA      | $572859.84    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     77000 | PA      | $76964.58     | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AERCAP IRELAND CAP/GLOBA                                                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     40000 | PA      | $41169.11     | 0.00%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                      | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    993000 | PA      | $1003913.81   | 0.08%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                      | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    226000 | PA      | $249455.57    | 0.02%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                      | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    162000 | PA      | $180918.30    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                      | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    124000 | PA      | $107487.10    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                      | Aetna Inc                                                                       | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     91000 | PA      | $72580.71     | 0.01%             | 2042-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                      | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15230.54     | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    752000 | PA      | $715380.53    | 0.05%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95083.90     | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80277.19     | 0.01%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                       | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    115000 | PA      | $99619.38     | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                       | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     20000 | PA      | $20273.69     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                          | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    238000 | PA      | $258932.64    | 0.02%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    251000 | PA      | $248713.17    | 0.02%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249517.35    | 0.02%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    228000 | PA      | $229178.98    | 0.02%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    167000 | PA      | $159536.33    | 0.01%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    139000 | PA      | $130105.92    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51104.21     | 0.00%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    246000 | PA      | $220956.53    | 0.02%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                 | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124351.29    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    260000 | PA      | $297747.22    | 0.02%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    957000 | PA      | $1070143.29   | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $139841.37    | 0.01%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $250218.30    | 0.02%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $131109.97    | 0.01%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                           | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164084.90    | 0.01%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    243000 | PA      | $243736.33    | 0.02%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     40000 | PA      | $39876.74     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    148000 | PA      | $147185.66    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    155000 | PA      | $132808.17    | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     15000 | PA      | $14058.60     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    219000 | PA      | $163796.72    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     58000 | PA      | $54572.03     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    358000 | PA      | $294130.27    | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    183000 | PA      | $155037.09    | 0.01%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    240000 | PA      | $147629.46    | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    145000 | PA      | $125080.64    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    190000 | PA      | $129372.59    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    206000 | PA      | $205047.97    | 0.02%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $231928.68    | 0.02%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    309000 | PA      | $264384.22    | 0.02%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $205156.89    | 0.02%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    251000 | PA      | $228935.33    | 0.02%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $66891.87     | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    373000 | PA      | $261024.40    | 0.02%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    278000 | PA      | $185711.83    | 0.01%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                 | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8372.10      | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    457000 | PA      | $452352.35    | 0.03%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    605000 | PA      | $637484.74    | 0.05%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    890000 | PA      | $865107.79    | 0.07%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    642000 | PA      | $671838.45    | 0.05%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    266000 | PA      | $278194.71    | 0.02%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     81000 | PA      | $85379.09     | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220789.09    | 0.02%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100426.49    | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    178000 | PA      | $100883.96    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    208000 | PA      | $111097.27    | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321311.49    | 0.02%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284933.87    | 0.02%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    443000 | PA      | $411431.35    | 0.03%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    596000 | PA      | $501348.16    | 0.04%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    738000 | PA      | $610535.08    | 0.05%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    673000 | PA      | $413812.50    | 0.03%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $596125.51    | 0.05%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    587000 | PA      | $404923.22    | 0.03%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    477000 | PA      | $315758.17    | 0.02%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    515000 | PA      | $413521.90    | 0.03%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $193726.70    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221726.93    | 0.02%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                          | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108615.01    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                          | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162624.63    | 0.01%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18282.04     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20743.94     | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    572000 | PA      | $650081.94    | 0.05%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    632000 | PA      | $731733.93    | 0.06%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    433000 | PA      | $505423.23    | 0.04%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    225000 | PA      | $249842.40    | 0.02%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    153000 | PA      | $166241.53    | 0.01%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    390000 | PA      | $421155.53    | 0.03%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $109968.93    | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    302000 | PA      | $257862.45    | 0.02%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $94380.91     | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    215000 | PA      | $217405.25    | 0.02%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                       | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    404000 | PA      | $370204.56    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    270000 | PA      | $234207.87    | 0.02%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46031.79     | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201386.48    | 0.02%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159925.20    | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    367000 | PA      | $385571.56    | 0.03%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    245000 | PA      | $268662.48    | 0.02%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    460000 | PA      | $493255.62    | 0.04%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120285.01    | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    580000 | PA      | $601591.81    | 0.05%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235134.73    | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438858.86    | 0.03%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    335000 | PA      | $355800.19    | 0.03%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458719.80    | 0.04%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256101.25    | 0.02%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224143.12    | 0.02%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                        | American Express Credit Corp                                                    | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    785000 | PA      | $779783.21    | 0.06%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                       | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62804.83     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN FINANCIAL GROUP                       | American Financial Group Inc/OH                                                 | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5241.97      | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    317000 | PA      | $313751.05    | 0.02%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37823.32     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    166000 | PA      | $168131.33    | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30793.24     | 0.00%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    197000 | PA      | $198696.68    | 0.02%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92168.81     | 0.01%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     43000 | PA      | $43105.25     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     31000 | PA      | $31589.91     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     40000 | PA      | $27359.08     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    180000 | PA      | $170000.72    | 0.01%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     27000 | PA      | $21734.03     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $164713.61    | 0.01%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169558.66    | 0.01%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32090.85     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                         | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22442.56     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $236399.17    | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                         | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46535.72     | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    353000 | PA      | $349234.91    | 0.03%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    390000 | PA      | $386523.15    | 0.03%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    465000 | PA      | $460258.19    | 0.04%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    127000 | PA      | $126004.65    | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    367000 | PA      | $361305.34    | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     60000 | PA      | $59135.97     | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    265000 | PA      | $198589.45    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    411000 | PA      | $388987.72    | 0.03%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    353000 | PA      | $320782.61    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    246000 | PA      | $165154.08    | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    325000 | PA      | $289966.12    | 0.02%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    345000 | PA      | $223334.45    | 0.02%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    390000 | PA      | $357698.57    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    311000 | PA      | $277210.64    | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    378000 | PA      | $396945.81    | 0.03%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    255000 | PA      | $273454.31    | 0.02%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    142000 | PA      | $147986.55    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     30000 | PA      | $30736.54     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    310000 | PA      | $321067.78    | 0.02%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    225000 | PA      | $230235.61    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    480000 | PA      | $494777.43    | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    192000 | PA      | $219631.94    | 0.02%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    112000 | PA      | $98427.93     | 0.01%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    201000 | PA      | $165086.98    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27550.50     | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    109000 | PA      | $85097.69     | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123490.73    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    254000 | PA      | $210127.86    | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    261000 | PA      | $214053.69    | 0.02%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100676.05    | 0.01%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    407000 | PA      | $295659.22    | 0.02%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                    | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    317000 | PA      | $271780.44    | 0.02%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34613.32     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118170.92    | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora Inc                                                                     | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33043.42     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    215000 | PA      | $198836.83    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    592000 | PA      | $610990.64    | 0.05%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $184996.32    | 0.01%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    143000 | PA      | $159425.50    | 0.01%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    134000 | PA      | $140940.73    | 0.01%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    192000 | PA      | $183864.10    | 0.01%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30822.75     | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    267000 | PA      | $261749.19    | 0.02%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    631000 | PA      | $549606.32    | 0.04%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    389000 | PA      | $338708.03    | 0.03%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $788084.69    | 0.06%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    807000 | PA      | $795942.55    | 0.06%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7989.18      | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218219.29    | 0.02%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    640000 | PA      | $626207.23    | 0.05%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1006421.57   | 0.08%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     59000 | PA      | $53556.35     | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    370000 | PA      | $224751.43    | 0.02%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    396000 | PA      | $262948.15    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    159000 | PA      | $128342.00    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    312000 | PA      | $249818.56    | 0.02%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314290.27    | 0.02%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78361.96     | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1053054.52   | 0.08%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    730000 | PA      | $733410.37    | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    569000 | PA      | $570974.65    | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38995.75     | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151267.28    | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1141828.45   | 0.09%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29513.59     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211600.05    | 0.02%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198445.97    | 0.02%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    250000 | PA      | $239532.70    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    328000 | PA      | $318585.35    | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1302665.22   | 0.10%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1864091.85   | 0.14%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    376000 | PA      | $488946.58    | 0.04%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $238740.16    | 0.02%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    502000 | PA      | $439497.94    | 0.03%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    449000 | PA      | $470476.47    | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    794000 | PA      | $807418.70    | 0.06%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    389000 | PA      | $405834.08    | 0.03%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83175.37     | 0.01%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    316000 | PA      | $348393.68    | 0.03%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    484000 | PA      | $469976.29    | 0.04%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    186000 | PA      | $178994.46    | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217099.81    | 0.02%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    364000 | PA      | $325657.34    | 0.02%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $920617.52    | 0.07%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    319000 | PA      | $331521.90    | 0.03%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196538.27    | 0.02%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    681000 | PA      | $666975.08    | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AB2<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25536.98     | 0.00%             | 2043-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    790000 | PA      | $787869.29    | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    197000 | PA      | $184735.54    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    226000 | PA      | $206564.06    | 0.02%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1000074.77   | 0.08%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    311000 | PA      | $260985.12    | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    626000 | PA      | $626446.50    | 0.05%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    199000 | PA      | $171131.06    | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    225000 | PA      | $166801.99    | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    588000 | PA      | $561091.15    | 0.04%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $96353.59     | 0.01%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    495000 | PA      | $455657.31    | 0.03%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70411.27     | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    225000 | PA      | $162470.59    | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375679.77    | 0.03%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     91000 | PA      | $76487.44     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $348194.62    | 0.03%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62580.50     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216577.69    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264524.94    | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76680.68     | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199116.52    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184478.75    | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251054.39    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148420.04    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188489.04    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174623.83    | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175119.46    | 0.01%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175291.35    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247902.43    | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AON CORP                                       | Aon Corp                                                                        | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10408.67     | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| AON CORP                                       | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55213.80     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON CORP                                       | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74966.86     | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                       | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79016.30     | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                       | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132038.28    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    115000 | PA      | $104035.03    | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    290000 | PA      | $298332.99    | 0.02%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    165000 | PA      | $172402.52    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303548.14    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| APA CORP                                       | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10303.07     | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                       | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121265.77    | 0.01%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                       | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38857.75     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    256000 | PA      | $219849.27    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    223000 | PA      | $177544.19    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204359.62    | 0.02%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144020.85    | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $989270.79    | 0.08%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    588000 | PA      | $486913.40    | 0.04%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    322000 | PA      | $282344.58    | 0.02%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137426.36    | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     82000 | PA      | $66409.46     | 0.01%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    291000 | PA      | $200531.29    | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    321000 | PA      | $206899.70    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    327000 | PA      | $199824.84    | 0.02%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $833847.06    | 0.06%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    360000 | PA      | $229940.55    | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    209000 | PA      | $126822.32    | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    497000 | PA      | $318092.43    | 0.02%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    428000 | PA      | $260842.31    | 0.02%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202185.75    | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    553000 | PA      | $449477.89    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    425000 | PA      | $343492.37    | 0.03%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    257000 | PA      | $275685.53    | 0.02%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    641000 | PA      | $667113.22    | 0.05%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993956.79    | 0.08%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    326000 | PA      | $286513.32    | 0.02%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    552000 | PA      | $500168.93    | 0.04%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    295000 | PA      | $193086.36    | 0.01%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    518000 | PA      | $532305.25    | 0.04%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99761.67     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149097.34    | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                 | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14039.11     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                 | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75722.24     | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     51000 | PA      | $41591.65     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAG1<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    192000 | PA      | $193287.58    | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    128000 | PA      | $118610.35    | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    530000 | PA      | $345152.85    | 0.03%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87035.88     | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    313000 | PA      | $253335.19    | 0.02%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                       | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAC4<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    205000 | PA      | $199795.12    | 0.02%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     49000 | PA      | $57436.27     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                        | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30915.73     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    145000 | PA      | $109675.44    | 0.01%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                       | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152009.51    | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72478.91     | 0.01%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    373000 | PA      | $233295.49    | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    366000 | PA      | $401168.20    | 0.03%             | 2032-10-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    189000 | PA      | $200906.15    | 0.02%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63679.16     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    158000 | PA      | $134305.05    | 0.01%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74651.25     | 0.01%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126417.13    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66975.07     | 0.01%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    221000 | PA      | $141770.39    | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167230.70    | 0.01%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24862.47     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $123132.86    | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174130.51    | 0.01%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131141.76    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                       | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51900.30     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1327559.03   | 0.10%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1873839.49   | 0.14%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354449.41    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                   | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188301.05    | 0.01%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    778000 | PA      | $896240.45    | 0.07%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $249206.78    | 0.02%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    336000 | PA      | $301395.09    | 0.02%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $817243.54    | 0.06%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $621811.36    | 0.05%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $133322.94    | 0.01%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    398000 | PA      | $412903.36    | 0.03%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36468.83     | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    262000 | PA      | $260936.31    | 0.02%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95730.94     | 0.01%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    137000 | PA      | $145277.20    | 0.01%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $25406.63     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     94000 | PA      | $60831.00     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32430.31     | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97498.96     | 0.01%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24497.85     | 0.00%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                         | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49943.50     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44605.51     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33627.61     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    188000 | PA      | $161282.72    | 0.01%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14826.55     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165615.65    | 0.01%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    222000 | PA      | $181497.35    | 0.01%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23771.12     | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    297000 | PA      | $214230.85    | 0.02%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    190000 | PA      | $120670.93    | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55730.95     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62215.92     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207326.10    | 0.02%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1094857.49   | 0.08%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    875000 | PA      | $829587.10    | 0.06%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1215640.73   | 0.09%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    395000 | PA      | $408440.88    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   3929000 | PA      | $3479341.59   | 0.27%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   4558000 | PA      | $4342142.83   | 0.33%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50100.90     | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190088.97    | 0.01%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $113878.74    | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $154671.96    | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $302240.65    | 0.02%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $484943.85    | 0.04%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100289.71    | 0.01%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                   | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73027.82     | 0.01%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                   | AutoZone Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27941.46     | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    290000 | PA      | $298192.76    | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     91000 | PA      | $73753.35     | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     85000 | PA      | $71192.75     | 0.01%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32500.75     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     15000 | PA      | $12929.01     | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     57000 | PA      | $55579.73     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     42000 | PA      | $38977.07     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                   | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4744039.16   | 0.36%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129639.05    | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    151000 | PA      | $141331.87    | 0.01%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    332000 | PA      | $291197.23    | 0.02%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                            | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    277000 | PA      | $293935.80    | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                    | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    560000 | PA      | $470189.03    | 0.04%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                    | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    858000 | PA      | $671847.94    | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AVNET INC                                      | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    320000 | PA      | $290489.70    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                      | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489194.84    | 0.04%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   2209000 | PA      | $2614407.32   | 0.20%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: —       |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    288000 | PA      | $289193.73    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    196000 | PA      | $177817.36    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                         | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $51337.20     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                         | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115741.04    | 0.01%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                       | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54772.70     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217685.30    | 0.02%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $262909.97    | 0.02%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $38416.37     | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $94414.04     | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2462000 | PA      | $2447104.33   | 0.19%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu Inc                                                                       | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182514.60    | 0.01%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                         | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    459000 | PA      | $453722.92    | 0.03%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1668939.05   | 0.13%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $144655.36    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $783228.58    | 0.06%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    160000 | PA      | $179989.81    | 0.01%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    419000 | PA      | $315995.00    | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    383000 | PA      | $300385.33    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    326000 | PA      | $272735.73    | 0.02%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    609000 | PA      | $422692.02    | 0.03%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85459.49     | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375456.24    | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    255000 | PA      | $266823.51    | 0.02%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    458000 | PA      | $483725.16    | 0.04%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    369000 | PA      | $381551.67    | 0.03%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    215000 | PA      | $252101.90    | 0.02%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    375000 | PA      | $401283.54    | 0.03%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    505000 | PA      | $505923.71    | 0.04%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $247964.65    | 0.02%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    438000 | PA      | $439828.09    | 0.03%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    504000 | PA      | $469311.13    | 0.04%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    395000 | PA      | $394641.79    | 0.03%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    631000 | PA      | $704233.68    | 0.05%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    289000 | PA      | $309073.56    | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     35000 | PA      | $40335.76     | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    465000 | PA      | $482127.06    | 0.04%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    444000 | PA      | $480646.00    | 0.04%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    260000 | PA      | $281033.73    | 0.02%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     45000 | PA      | $43777.74     | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    170000 | PA      | $164064.40    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    110000 | PA      | $100441.51    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    270000 | PA      | $247692.08    | 0.02%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201000.47    | 0.02%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201742.80    | 0.02%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                             | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    258000 | PA      | $282969.16    | 0.02%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    631000 | PA      | $681195.65    | 0.05%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    636000 | PA      | $626322.27    | 0.05%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    323000 | PA      | $311514.31    | 0.02%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1768792.18   | 0.14%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $685950.25    | 0.05%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    343000 | PA      | $341969.18    | 0.03%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    637000 | PA      | $566123.88    | 0.04%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    787000 | PA      | $783026.92    | 0.06%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    752000 | PA      | $711115.23    | 0.05%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64491.64     | 0.00%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    156000 | PA      | $127056.54    | 0.01%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    870000 | PA      | $859646.15    | 0.07%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    437000 | PA      | $436118.00    | 0.03%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    502000 | PA      | $504732.67    | 0.04%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87601.32     | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    653000 | PA      | $560780.15    | 0.04%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    157000 | PA      | $142094.41    | 0.01%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    272000 | PA      | $263478.04    | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    278000 | PA      | $265234.66    | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289774.87    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1014080.52   | 0.08%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108378.73    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    444000 | PA      | $334029.39    | 0.03%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    201000 | PA      | $181226.65    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    283000 | PA      | $253627.60    | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    438000 | PA      | $285258.69    | 0.02%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $356277.46    | 0.03%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253591.39    | 0.02%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    747000 | PA      | $688024.56    | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320154.31    | 0.02%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219079.25    | 0.02%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403786.58    | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    733000 | PA      | $492822.17    | 0.04%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    579000 | PA      | $509805.87    | 0.04%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    283000 | PA      | $256870.62    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    535000 | PA      | $492166.38    | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    552000 | PA      | $522062.57    | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321190.41    | 0.02%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    870000 | PA      | $873821.43    | 0.07%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243388.91    | 0.02%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1205155.92   | 0.09%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    473000 | PA      | $491775.79    | 0.04%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487005.42    | 0.04%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1169392.35   | 0.09%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $549758.63    | 0.04%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    405000 | PA      | $426515.68    | 0.03%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283360.92    | 0.02%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330650.28    | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142315.75    | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304583.54    | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    999000 | PA      | $984645.68    | 0.08%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $194383.18    | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $110974.91    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $232843.48    | 0.02%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $125192.83    | 0.01%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    885000 | PA      | $879419.69    | 0.07%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216270.03    | 0.02%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    986000 | PA      | $978280.24    | 0.07%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    923000 | PA      | $925578.58    | 0.07%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     74000 | PA      | $83033.78     | 0.01%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94296.42     | 0.01%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129828.12    | 0.01%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187092.80    | 0.01%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164713.71    | 0.01%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65453.41     | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265925.62    | 0.02%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    311000 | PA      | $302556.77    | 0.02%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73488.52     | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1013000 | PA      | $904841.89    | 0.07%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $306139.19    | 0.02%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $205874.97    | 0.02%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $178747.84    | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1512000 | PA      | $1550719.83   | 0.12%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    744000 | PA      | $735177.09    | 0.06%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2514000 | PA      | $2592320.15   | 0.20%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1202000 | PA      | $1228257.89   | 0.09%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1640000 | PA      | $1713529.17   | 0.13%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1005000 | PA      | $1010434.83   | 0.08%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $86256.30     | 0.01%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $646633.14    | 0.05%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $376477.83    | 0.03%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149842.87    | 0.01%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149958.20    | 0.01%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $461213.74    | 0.04%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $187189.44    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    514000 | PA      | $606071.76    | 0.05%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                 | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70238.04     | 0.01%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $358941.77    | 0.03%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $415803.85    | 0.03%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185885.05    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    536000 | PA      | $539220.75    | 0.04%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    467000 | PA      | $474995.76    | 0.04%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    807000 | PA      | $821129.12    | 0.06%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $296242.54    | 0.02%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $377949.36    | 0.03%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    369000 | PA      | $336774.46    | 0.03%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $727610.23    | 0.06%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    613000 | PA      | $625491.84    | 0.05%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    551000 | PA      | $582952.62    | 0.04%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    188000 | PA      | $216556.66    | 0.02%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216454.83    | 0.02%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $612347.45    | 0.05%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15865.23     | 0.00%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $116755.78    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    289000 | PA      | $300940.88    | 0.02%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    103000 | PA      | $109609.80    | 0.01%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    421000 | PA      | $430399.14    | 0.03%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $356722.93    | 0.03%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207026.29    | 0.02%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $602079.98    | 0.05%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402352.56    | 0.03%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $393733.45    | 0.03%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                    | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164654.18    | 0.01%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $185129.68    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262307.81    | 0.02%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    492000 | PA      | $316517.83    | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                          | Becton Dickinson & Co                                                           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    316000 | PA      | $282774.15    | 0.02%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                          | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    504000 | PA      | $445940.70    | 0.03%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $56861.13     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $34513.81     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $18203.36     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $42971.19     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15786.63     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    167000 | PA      | $182926.16    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    291000 | PA      | $248338.78    | 0.02%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    361000 | PA      | $310532.52    | 0.02%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40089.21     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    265000 | PA      | $249004.58    | 0.02%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    205000 | PA      | $161531.41    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    364000 | PA      | $381710.01    | 0.03%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BEST BUY CO INC                                | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2277989.64   | 0.17%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   2508000 | PA      | $2249053.82   | 0.17%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    665000 | PA      | $624019.19    | 0.05%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    351000 | PA      | $232320.33    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137960.80    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    156000 | PA      | $104387.48    | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74447.78     | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75118.41     | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62058.83     | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BLOCK FINANCIAL LLC                            | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $265326.85    | 0.02%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BOARDWALK PIPELINES LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130616.79    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79170.50     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367440.98    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208978.23    | 0.02%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    189000 | PA      | $182574.16    | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    121000 | PA      | $113446.79    | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    442000 | PA      | $414366.54    | 0.03%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    296000 | PA      | $258155.99    | 0.02%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    610000 | PA      | $505737.65    | 0.04%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    193000 | PA      | $208720.26    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    210000 | PA      | $216079.70    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    115000 | PA      | $129502.11    | 0.01%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    108000 | PA      | $132201.70    | 0.01%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28934.19     | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    313000 | PA      | $287266.29    | 0.02%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118068.46    | 0.01%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141153.85    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    581000 | PA      | $387638.74    | 0.03%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122964.89    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    457000 | PA      | $288780.37    | 0.02%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    386000 | PA      | $251578.16    | 0.02%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    833000 | PA      | $558066.97    | 0.04%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    235000 | PA      | $153921.18    | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    163000 | PA      | $121972.78    | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    323000 | PA      | $252422.50    | 0.02%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206631.59    | 0.02%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9944.44      | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    888000 | PA      | $744480.70    | 0.06%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54953.13     | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    231000 | PA      | $221751.76    | 0.02%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    355000 | PA      | $306674.92    | 0.02%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    277000 | PA      | $244114.00    | 0.02%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    449000 | PA      | $272412.31    | 0.02%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    326000 | PA      | $246303.12    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    388000 | PA      | $287281.08    | 0.02%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    672000 | PA      | $677718.34    | 0.05%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1471000 | PA      | $1811092.95   | 0.14%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    482000 | PA      | $494643.91    | 0.04%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $105249.10    | 0.01%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    108000 | PA      | $107648.59    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    173000 | PA      | $172037.42    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    112000 | PA      | $110561.92    | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     95000 | PA      | $85383.53     | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    539000 | PA      | $511829.39    | 0.04%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    877000 | PA      | $798499.98    | 0.06%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73031.57     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302237.34    | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    283000 | PA      | $292577.74    | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    826000 | PA      | $723431.62    | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    404000 | PA      | $348842.72    | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29614.53     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    680000 | PA      | $682608.19    | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30402.74     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188607.67    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    335000 | PA      | $349098.12    | 0.03%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128995.20    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    736000 | PA      | $571411.99    | 0.04%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    572000 | PA      | $528201.90    | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    456000 | PA      | $427531.87    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    455000 | PA      | $378273.95    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55146.37     | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374268.35    | 0.03%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340822.88    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                         | Brookfield Capital Finance LLC                                                  | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    552000 | PA      | $592426.49    | 0.05%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $202330.23    | 0.02%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    391000 | PA      | $389653.85    | 0.03%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $175078.12    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39163.03     | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    223000 | PA      | $156257.68    | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $92599.59     | 0.01%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $456694.43    | 0.03%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127457.00    | 0.01%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    466000 | PA      | $483122.90    | 0.04%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89345.37     | 0.01%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35263.09     | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                       | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    284000 | PA      | $197305.57    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                        | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    539000 | PA      | $472365.93    | 0.04%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45173.87     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208007.10    | 0.02%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29815.90     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73378.06     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                              | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     64000 | PA      | $56297.15     | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                              | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17274.09     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                 | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    107000 | PA      | $102266.24    | 0.01%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                                 | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    152000 | PA      | $122891.75    | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2382461.37   | 0.18%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    693000 | PA      | $639443.28    | 0.05%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    843000 | PA      | $845068.07    | 0.06%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    515000 | PA      | $515710.68    | 0.04%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    802000 | PA      | $794276.15    | 0.06%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101165.76    | 0.01%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    620000 | PA      | $634456.25    | 0.05%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $59934.36     | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44604.00     | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46071.87     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14634.39     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9063.83      | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16272.25     | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28645.70     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $108139.01    | 0.01%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $126230.61    | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $163222.92    | 0.01%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $185707.60    | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $183016.81    | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $234112.45    | 0.02%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $192110.68    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $22537.86     | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $33660.18     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                       | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    270000 | PA      | $307341.14    | 0.02%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61470.83     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92080.28     | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $38297.05     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     98000 | PA      | $74419.47     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19654.17     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41239.57     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                        | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131512.64    | 0.01%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                        | Cboe Global Markets Inc                                                         | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44341.40     | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                        | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    562000 | PA      | $520969.53    | 0.04%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    776000 | PA      | $706895.90    | 0.05%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    485000 | PA      | $521477.77    | 0.04%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    316000 | PA      | $327989.25    | 0.03%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96767.40     | 0.01%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    605000 | PA      | $627350.86    | 0.05%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126603.87    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169170.33    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $325996.45    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $362827.50    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                              | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99836.51     | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                              | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    156000 | PA      | $148566.93    | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CH ROBINSON WORLDWIDE                          | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2772087.85   | 0.21%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1165863.20   | 0.09%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    407000 | PA      | $393580.91    | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    773000 | PA      | $701727.59    | 0.05%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    328000 | PA      | $256192.37    | 0.02%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    172000 | PA      | $183769.43    | 0.01%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    299000 | PA      | $269784.73    | 0.02%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27907.09     | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    297000 | PA      | $211201.43    | 0.02%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    446000 | PA      | $414486.17    | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    334000 | PA      | $235091.45    | 0.02%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277605.60    | 0.02%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41111.96     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41440.96     | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    610000 | PA      | $631526.49    | 0.05%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290757.67    | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CME GROUP INC                                  | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45720.13     | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                                                   | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99065.25     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18303.19     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    595000 | PA      | $582955.61    | 0.04%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    520000 | PA      | $477633.13    | 0.04%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237573.33    | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    960000 | PA      | $968198.47    | 0.07%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    951000 | PA      | $985505.56    | 0.08%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1374077.47   | 0.10%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70521.12     | 0.01%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86134.15     | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    665000 | PA      | $666748.77    | 0.05%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   2228000 | PA      | $2222315.35   | 0.17%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                        | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    503000 | PA      | $512374.35    | 0.04%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                        | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    259000 | PA      | $274618.69    | 0.02%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                        | CRH America Finance Inc                                                         | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2403000 | PA      | $2504455.74   | 0.19%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                        | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    610000 | PA      | $639760.02    | 0.05%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                        | CRH America Finance Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250439.83    | 0.02%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                        | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262681.96    | 0.02%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CRH AMERICA FINANCE INC                        | CRH America Finance Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170474.02    | 0.01%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    116000 | PA      | $127029.55    | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $277424.83    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    145000 | PA      | $161235.81    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    168000 | PA      | $173534.28    | 0.01%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    169000 | PA      | $158920.76    | 0.01%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74821.38     | 0.01%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    188000 | PA      | $160022.63    | 0.01%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    222000 | PA      | $190593.66    | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    214000 | PA      | $169916.87    | 0.01%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    251000 | PA      | $200954.40    | 0.02%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    237000 | PA      | $186830.17    | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9908.60      | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22956.66     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    279000 | PA      | $237444.16    | 0.02%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67181.17     | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    243000 | PA      | $245383.90    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    204000 | PA      | $185335.67    | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    188000 | PA      | $163679.96    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    298000 | PA      | $279989.02    | 0.02%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    199000 | PA      | $143159.67    | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    178000 | PA      | $138517.20    | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    231000 | PA      | $243777.06    | 0.02%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    277000 | PA      | $262134.58    | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208015.52    | 0.02%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    883000 | PA      | $806501.82    | 0.06%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    905000 | PA      | $907157.85    | 0.07%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1022827.63   | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1509230.42   | 0.12%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57967.33     | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24829.44     | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73418.48     | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    151000 | PA      | $118636.75    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    374000 | PA      | $386484.55    | 0.03%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $352927.22    | 0.03%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144796.61    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202658.37    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    359000 | PA      | $354341.69    | 0.03%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                            | CRH SMW Finance DAC                                                             | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   2795000 | PA      | $2886931.55   | 0.22%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CRH SMW FINANCE DAC                            | CRH SMW Finance DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1335000 | PA      | $1376647.53   | 0.11%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                     | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64461.58     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    985000 | PA      | $990516.46    | 0.08%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1015423.94   | 0.08%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     31000 | PA      | $31132.38     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     52000 | PA      | $50295.22     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     19000 | PA      | $13642.38     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     19000 | PA      | $17963.30     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    790000 | PA      | $791682.83    | 0.06%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    214000 | PA      | $190650.96    | 0.01%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115293.84    | 0.01%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    203000 | PA      | $135865.34    | 0.01%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    293000 | PA      | $301525.97    | 0.02%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68466.60     | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55853.01     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $195880.44    | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $332485.99    | 0.03%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $173607.56    | 0.01%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $666898.18    | 0.05%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101575.70    | 0.01%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50413.08     | 0.00%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51814.85     | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $197070.29    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $64496.37     | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    223000 | PA      | $248978.51    | 0.02%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    203000 | PA      | $227588.88    | 0.02%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $217461.01    | 0.02%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    436000 | PA      | $320475.62    | 0.02%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    459000 | PA      | $355830.52    | 0.03%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $266718.59    | 0.02%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $190500.18    | 0.01%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148161.45    | 0.01%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75269.23     | 0.01%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75524.93     | 0.01%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $93574.46     | 0.01%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $55216.66     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $181265.27    | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $92942.54     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $231013.22    | 0.02%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10010.54     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    563000 | PA      | $381121.49    | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $79923.70     | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    154000 | PA      | $117960.29    | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482306.21    | 0.04%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    442000 | PA      | $386066.86    | 0.03%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $156645.95    | 0.01%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38820.92     | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237518.41    | 0.02%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425614.38    | 0.03%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206087.60    | 0.02%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173643.31    | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152203.81    | 0.01%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $326240.96    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62224.26     | 0.00%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195414.60    | 0.01%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115416.45    | 0.01%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199688.20    | 0.02%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92112.78     | 0.01%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    284000 | PA      | $259358.75    | 0.02%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1297675.81   | 0.10%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    212000 | PA      | $178858.27    | 0.01%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    755000 | PA      | $788838.35    | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118316.52    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621168.93    | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167312.22    | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126147.18    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    415000 | PA      | $423848.98    | 0.03%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30840.43     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    242000 | PA      | $228419.81    | 0.02%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    476000 | PA      | $440821.81    | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $301557.88    | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    221000 | PA      | $180393.34    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    558000 | PA      | $418467.20    | 0.03%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    618000 | PA      | $667309.19    | 0.05%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87716.62     | 0.01%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169271.70    | 0.01%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $162649.03    | 0.01%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244530.27    | 0.02%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    231000 | PA      | $196252.46    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    181000 | PA      | $161177.40    | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    583000 | PA      | $524098.44    | 0.04%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63247.68     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4772.54      | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    133000 | PA      | $125906.33    | 0.01%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72935.75     | 0.01%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99430.41     | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41122.16     | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25210.02     | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50617.53     | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253948.94    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1183736.09   | 0.09%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    295000 | PA      | $271160.30    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    460000 | PA      | $410403.53    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    608000 | PA      | $524295.79    | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    602000 | PA      | $560579.71    | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    659000 | PA      | $564966.82    | 0.04%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     98000 | PA      | $111815.03    | 0.01%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    337000 | PA      | $271828.71    | 0.02%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    201000 | PA      | $179001.31    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63389.48     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    289000 | PA      | $233836.25    | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84195.60     | 0.01%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $69469.77     | 0.01%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $215168.83    | 0.02%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    555000 | PA      | $414131.70    | 0.03%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68347.17     | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25331.93     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    494000 | PA      | $510705.72    | 0.04%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    695000 | PA      | $667125.22    | 0.05%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    251000 | PA      | $246465.31    | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $487254.44    | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $160603.75    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $429955.42    | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $149499.47    | 0.01%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $382341.95    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $58359.84     | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $256305.18    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $239568.48    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $300810.10    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $277603.64    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $203421.07    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $221422.13    | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $168708.66    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $196368.17    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164991.78    | 0.01%             | 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        |     56000 | PA      | $54409.76     | 0.00%             | 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        |    248000 | PA      | $228120.93    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    276000 | PA      | $293334.44    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                            | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $3213334.67   | 0.25%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                            | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1448951.62   | 0.11%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    348000 | PA      | $351566.04    | 0.03%             | 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        |   1644000 | PA      | $1607744.11   | 0.12%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $981827.08    | 0.07%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    118000 | PA      | $70176.76     | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75913.01     | 0.01%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $206709.32    | 0.02%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| CHOICE HOTELS INTL INC                         | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59925.39     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                         | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96501.77     | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                         | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349357.13    | 0.03%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                     | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $126024.03    | 0.01%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                     | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $177314.42    | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17629.41     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    116000 | PA      | $75764.80     | 0.01%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                         | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    143000 | PA      | $89856.08     | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                         | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24273.62     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                         | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54367.04     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                         | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    312000 | PA      | $289755.82    | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                         | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160119.53    | 0.01%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                           | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59493.09     | 0.00%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98704.81     | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    732000 | PA      | $798161.45    | 0.06%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    664000 | PA      | $699467.12    | 0.05%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    294000 | PA      | $288572.58    | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67941.62     | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102915.16    | 0.01%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124567.79    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129689.05    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50406.49     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    699000 | PA      | $738497.16    | 0.06%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    339000 | PA      | $377315.31    | 0.03%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    271000 | PA      | $290595.46    | 0.02%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    349000 | PA      | $377521.52    | 0.03%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    289000 | PA      | $310005.77    | 0.02%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    693000 | PA      | $896476.14    | 0.07%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    510000 | PA      | $542007.54    | 0.04%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    166000 | PA      | $187481.75    | 0.01%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141225.83    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    541000 | PA      | $493355.26    | 0.04%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    771000 | PA      | $774715.60    | 0.06%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214026.83    | 0.02%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227049.81    | 0.02%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    451000 | PA      | $449814.33    | 0.03%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    473000 | PA      | $403441.61    | 0.03%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    503000 | PA      | $499602.78    | 0.04%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    329000 | PA      | $325452.11    | 0.02%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152475.48    | 0.01%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    348000 | PA      | $347744.66    | 0.03%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    660000 | PA      | $593423.79    | 0.05%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    222000 | PA      | $220378.26    | 0.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46843.91     | 0.00%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253300.40    | 0.02%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    721000 | PA      | $722379.32    | 0.06%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    456000 | PA      | $423410.88    | 0.03%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    189000 | PA      | $172140.16    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    823000 | PA      | $787631.11    | 0.06%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    264000 | PA      | $268857.56    | 0.02%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    457000 | PA      | $500742.74    | 0.04%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417994.91    | 0.03%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333923.39    | 0.03%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    545000 | PA      | $574624.54    | 0.04%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    383000 | PA      | $365513.51    | 0.03%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    414000 | PA      | $380903.32    | 0.03%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    570000 | PA      | $609461.67    | 0.05%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207115.06    | 0.02%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127320.82    | 0.01%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113585.03    | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    127000 | PA      | $117486.45    | 0.01%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    202000 | PA      | $192505.26    | 0.01%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63105.16     | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28632.70     | 0.00%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                       | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $569086.20    | 0.04%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1173936.60   | 0.09%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1071608.64   | 0.08%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1527520.80   | 0.12%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    433000 | PA      | $437786.62    | 0.03%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                 | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    685000 | PA      | $693222.99    | 0.05%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| TAPESTRY INC                                   | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459471.07    | 0.04%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    535000 | PA      | $529273.46    | 0.04%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    207000 | PA      | $195090.13    | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    388000 | PA      | $332440.05    | 0.03%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    408000 | PA      | $400851.37    | 0.03%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    517000 | PA      | $468590.40    | 0.04%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     78000 | PA      | $58798.92     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    309000 | PA      | $195866.50    | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    443000 | PA      | $267133.29    | 0.02%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    396000 | PA      | $243049.49    | 0.02%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1046978.69   | 0.08%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195438.55    | 0.01%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    482000 | PA      | $329241.43    | 0.03%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1617532.82   | 0.12%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125934.69    | 0.01%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89622.96     | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236324.37    | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    233000 | PA      | $229895.36    | 0.02%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    205000 | PA      | $201818.83    | 0.02%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     45000 | PA      | $42550.51     | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    103000 | PA      | $86752.11     | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    321000 | PA      | $276422.15    | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    632000 | PA      | $508801.62    | 0.04%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30912.53     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114858.59    | 0.01%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42168.71     | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    245000 | PA      | $274599.51    | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    428000 | PA      | $476260.90    | 0.04%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    231000 | PA      | $267113.32    | 0.02%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169365.78    | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $332432.42    | 0.03%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53895.90     | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221344.42    | 0.02%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9599.85      | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4812.47      | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    221000 | PA      | $190259.71    | 0.01%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    114000 | PA      | $97523.25     | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    211000 | PA      | $150110.88    | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    206000 | PA      | $159047.93    | 0.01%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    393000 | PA      | $302181.03    | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    472000 | PA      | $357066.67    | 0.03%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    439000 | PA      | $328831.61    | 0.03%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61424.19     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    234000 | PA      | $179982.71    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188522.45    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    546000 | PA      | $465688.42    | 0.04%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    433000 | PA      | $369142.47    | 0.03%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25045.80     | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    114000 | PA      | $90602.96     | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    341000 | PA      | $234518.21    | 0.02%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4712.35      | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     86000 | PA      | $72029.93     | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $98462.91     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    532000 | PA      | $289288.09    | 0.02%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    437000 | PA      | $224853.08    | 0.02%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    861000 | PA      | $519882.59    | 0.04%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $624925.16    | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    923000 | PA      | $514797.34    | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    224000 | PA      | $206590.58    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109666.60    | 0.01%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| COMERICA INC                                   | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    437000 | PA      | $432736.70    | 0.03%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    373000 | PA      | $406003.85    | 0.03%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    169000 | PA      | $190729.46    | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    185000 | PA      | $151831.19    | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31753.20     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    113000 | PA      | $103416.96    | 0.01%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    199000 | PA      | $158080.54    | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    177000 | PA      | $152750.27    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    239000 | PA      | $186414.33    | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55180.77     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    284000 | PA      | $221213.97    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    352000 | PA      | $285703.49    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160339.28    | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    230000 | PA      | $183742.23    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    297000 | PA      | $205357.09    | 0.02%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1054969.24   | 0.08%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    380000 | PA      | $253369.43    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25227.88     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26962.22     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63001.15     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124978.54    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    230000 | PA      | $243991.67    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48062.24     | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    265000 | PA      | $305691.55    | 0.02%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101299.17    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405861.09    | 0.03%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    363000 | PA      | $332818.07    | 0.03%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147161.08    | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159521.90    | 0.01%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                | Concentrix Corp                                                                 | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84762.71     | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284990.08    | 0.02%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    539000 | PA      | $453446.96    | 0.03%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1098149.60   | 0.08%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    787000 | PA      | $638836.12    | 0.05%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    460000 | PA      | $410185.19    | 0.03%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    355000 | PA      | $341765.18    | 0.03%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45735.55     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51381.01     | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    297000 | PA      | $324409.10    | 0.02%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                 | ConocoPhillips                                                                  | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    252000 | PA      | $275103.92    | 0.02%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS                                 | ConocoPhillips                                                                  | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    360000 | PA      | $390589.82    | 0.03%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                 | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    496000 | PA      | $563888.02    | 0.04%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                 | ConocoPhillips                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63809.80     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                       | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    170000 | PA      | $185059.78    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    272000 | PA      | $234594.00    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200192.25    | 0.02%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56286.83     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    480000 | PA      | $357448.81    | 0.03%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9494.93      | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103585.53    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133774.61    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347792.90    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312957.31    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237194.05    | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228494.66    | 0.02%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    194000 | PA      | $208969.33    | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133169.08    | 0.01%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    153000 | PA      | $171214.13    | 0.01%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    238000 | PA      | $275365.59    | 0.02%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    192000 | PA      | $198041.29    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141004.23    | 0.01%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    154000 | PA      | $134233.29    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96519.53     | 0.01%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    227000 | PA      | $200980.16    | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150503.10    | 0.01%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    242000 | PA      | $213355.74    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220438.08    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    189000 | PA      | $152917.10    | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    123000 | PA      | $97447.66     | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94549.15     | 0.01%             | 2027-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $87426.31     | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95734.92     | 0.01%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112734.25    | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    291000 | PA      | $291601.04    | 0.02%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    173000 | PA      | $153343.05    | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    193000 | PA      | $156633.07    | 0.01%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    304000 | PA      | $216858.24    | 0.02%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    408000 | PA      | $396012.80    | 0.03%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    294000 | PA      | $234695.95    | 0.02%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    520000 | PA      | $315838.79    | 0.02%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    128000 | PA      | $89927.46     | 0.01%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    166000 | PA      | $139794.97    | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39604.80     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87540.86     | 0.01%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51611.38     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67517.98     | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9413.31      | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    142000 | PA      | $105312.26    | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    560000 | PA      | $600240.82    | 0.05%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    241000 | PA      | $246875.03    | 0.02%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $43170.02     | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $212871.45    | 0.02%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29495.69     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    318000 | PA      | $261586.56    | 0.02%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73967.38     | 0.01%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                           | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    161000 | PA      | $146649.49    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| COPT DEFENSE PROP LP                           | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    475000 | PA      | $442887.43    | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| COPT DEFENSE PROP LP                           | COPT Defense Properties LP                                                      | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     71000 | PA      | $60804.10     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66262.91     | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                          | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    100000 | PA      | $104503.01    | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                          | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    645000 | PA      | $741682.28    | 0.06%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137531.04    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    265000 | PA      | $231737.09    | 0.02%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    242000 | PA      | $239711.84    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1339997.83   | 0.10%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    949000 | PA      | $947334.18    | 0.07%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    146000 | PA      | $133333.17    | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    180000 | PA      | $171705.98    | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    207000 | PA      | $157920.44    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    233000 | PA      | $183456.69    | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    387000 | PA      | $367673.65    | 0.03%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    273000 | PA      | $244392.06    | 0.02%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    269000 | PA      | $180302.40    | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    322000 | PA      | $283817.74    | 0.02%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    347000 | PA      | $310519.37    | 0.02%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    530000 | PA      | $537990.75    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    173000 | PA      | $175311.61    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    614000 | PA      | $622036.73    | 0.05%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    365000 | PA      | $379343.89    | 0.03%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    222000 | PA      | $233677.00    | 0.02%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                   | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     30000 | PA      | $30121.55     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                   | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    140000 | PA      | $124045.67    | 0.01%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    299000 | PA      | $293461.27    | 0.02%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    190000 | PA      | $117745.94    | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $1861798.21   | 0.14%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $1031256.69   | 0.08%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1434745.92   | 0.11%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167954.83    | 0.01%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50431.98     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128108.34    | 0.01%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255660.60    | 0.02%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    116000 | PA      | $110045.81    | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    308000 | PA      | $255334.79    | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    403000 | PA      | $298717.92    | 0.02%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72694.07     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81858.55     | 0.01%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61085.30     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    623000 | PA      | $742222.91    | 0.06%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    192000 | PA      | $170939.83    | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $193448.33    | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    543000 | PA      | $349570.53    | 0.03%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                         | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51086.44     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $193330.69    | 0.01%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47482.86     | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47071.40     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $92166.50     | 0.01%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45400.17     | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    144000 | PA      | $114728.29    | 0.01%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106250.64    | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290293.01    | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93738.86     | 0.01%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83983.88     | 0.01%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96212.72     | 0.01%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52012.41     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50672.05     | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364032.72    | 0.03%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337589.04    | 0.03%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20549.47     | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    415000 | PA      | $436160.53    | 0.03%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    262000 | PA      | $273027.45    | 0.02%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    634000 | PA      | $658936.05    | 0.05%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45345.91     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76027.89     | 0.01%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                       | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    223000 | PA      | $234039.19    | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INC                                       | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    235000 | PA      | $255150.21    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36135.16     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    227000 | PA      | $276629.26    | 0.02%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    249000 | PA      | $320487.18    | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: —       |
| DELMARVA PWR & LIGHT CO                        | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    149000 | PA      | $127804.27    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                             | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97766.53     | 0.01%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    634000 | PA      | $585596.90    | 0.04%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    503000 | PA      | $503699.89    | 0.04%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    818000 | PA      | $779434.08    | 0.06%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    335000 | PA      | $317529.75    | 0.02%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    522000 | PA      | $480620.47    | 0.04%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    590000 | PA      | $618332.09    | 0.05%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    276000 | PA      | $303353.66    | 0.02%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    142000 | PA      | $151706.93    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152594.30    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    385000 | PA      | $394284.40    | 0.03%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $154107.00    | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    210000 | PA      | $213012.86    | 0.02%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    372000 | PA      | $437007.94    | 0.03%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $12529.40     | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     66000 | PA      | $68597.42     | 0.01%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    267000 | PA      | $249185.28    | 0.02%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    785000 | PA      | $770137.09    | 0.06%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153135.90    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     61000 | PA      | $71020.47     | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    276000 | PA      | $268190.20    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    205000 | PA      | $178927.03    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    126000 | PA      | $110206.63    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9306.62      | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     74000 | PA      | $86177.28     | 0.01%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $21801.56     | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2655000 | PA      | $2652729.71   | 0.20%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1806000 | PA      | $1700323.91   | 0.13%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2097000 | PA      | $1918212.46   | 0.15%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $967925.83    | 0.07%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $466218.91    | 0.04%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $222498.70    | 0.02%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104605.68    | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp                                                          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228625.58    | 0.02%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp                                                          | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    365000 | PA      | $389114.56    | 0.03%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    509000 | PA      | $493512.96    | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    128000 | PA      | $104203.02    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $142646.19    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108923.12    | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25699.64     | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216978.56    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    426000 | PA      | $410352.78    | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170631.57    | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2208831.05   | 0.17%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   3010000 | PA      | $3034605.82   | 0.23%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   3025000 | PA      | $2967587.35   | 0.23%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1906000 | PA      | $1962184.99   | 0.15%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                 | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659994.98    | 0.05%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                 | Capital One NA                                                                  | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    309000 | PA      | $291158.21    | 0.02%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     51000 | PA      | $58145.83     | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11320.77     | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34163.56     | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116748.82    | 0.01%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    243000 | PA      | $281159.68    | 0.02%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    109000 | PA      | $120213.92    | 0.01%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247663.60    | 0.02%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115754.68    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    194000 | PA      | $184393.57    | 0.01%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    225000 | PA      | $290675.70    | 0.02%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    193000 | PA      | $178422.98    | 0.01%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14945.29     | 0.00%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    626000 | PA      | $405470.27    | 0.03%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9985.53      | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29026.88     | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    420000 | PA      | $382979.38    | 0.03%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    575000 | PA      | $435395.28    | 0.03%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    747000 | PA      | $558193.29    | 0.04%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34401.00     | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    185000 | PA      | $168205.45    | 0.01%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    123000 | PA      | $108669.29    | 0.01%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    261000 | PA      | $223092.46    | 0.02%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    256000 | PA      | $180534.82    | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    694000 | PA      | $693562.54    | 0.05%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    414000 | PA      | $458769.29    | 0.04%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $781288.89    | 0.06%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14505.88     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     72000 | PA      | $57265.32     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| DOLLAR TREE INC                                | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34967.08     | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $61634.04     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                     | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147146.66    | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                     | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15176.53     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                     | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38313.81     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    269000 | PA      | $351278.68    | 0.03%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    114000 | PA      | $104511.40    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $181790.71    | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    221000 | PA      | $203877.09    | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     93000 | PA      | $75823.53     | 0.01%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $233470.63    | 0.02%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    172000 | PA      | $138553.50    | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65932.90     | 0.01%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    197000 | PA      | $130838.75    | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    223000 | PA      | $238530.05    | 0.02%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68322.40     | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370141.04    | 0.03%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53541.88     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74723.00     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102894.25    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74822.56     | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125671.97    | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    308000 | PA      | $314310.28    | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89609.08     | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    156000 | PA      | $132682.83    | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    171000 | PA      | $141467.62    | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     61000 | PA      | $70630.32     | 0.01%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                          | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    282000 | PA      | $285780.85    | 0.02%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53375.51     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    243000 | PA      | $221206.15    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88791.15     | 0.01%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20826.94     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     55000 | PA      | $48888.25     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32641.03     | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     32000 | PA      | $26106.18     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16830.50     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    103000 | PA      | $103513.83    | 0.01%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     74000 | PA      | $71354.52     | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    158000 | PA      | $148451.56    | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     26000 | PA      | $22926.72     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    346000 | PA      | $376125.27    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243278.25    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    278000 | PA      | $292728.20    | 0.02%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| EPR PROPERTIES                                 | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    210000 | PA      | $211734.18    | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                 | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     50000 | PA      | $46511.44     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                            | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    154000 | PA      | $137532.69    | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                            | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    185000 | PA      | $158346.32    | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                            | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25180.84     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147022.85    | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    186000 | PA      | $164102.06    | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13129.30     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55345.39     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59123.36     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| EATON VANCE CORP                               | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173976.85    | 0.01%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    284000 | PA      | $236847.28    | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    379000 | PA      | $282276.72    | 0.02%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2198791.83   | 0.17%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1151780.88   | 0.09%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    657000 | PA      | $570977.47    | 0.04%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $42131.40     | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26550.47     | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    166000 | PA      | $104579.60    | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30299.76     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159273.77    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    453000 | PA      | $447595.54    | 0.03%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222667.06    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    280000 | PA      | $298419.84    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66103.59     | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345598.31    | 0.03%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                       | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2931366.36   | 0.22%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                            | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91294.95     | 0.01%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                            | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111601.15    | 0.01%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    338000 | PA      | $393465.60    | 0.03%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    573000 | PA      | $667908.30    | 0.05%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     70000 | PA      | $83597.83     | 0.01%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34566.56     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                            | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329431.83    | 0.03%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                            | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    412000 | PA      | $389289.61    | 0.03%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    262000 | PA      | $264052.87    | 0.02%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77693.05     | 0.01%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20717.30     | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $113771.75    | 0.01%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    990000 | PA      | $869906.15    | 0.07%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144199.50    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    331000 | PA      | $355056.51    | 0.03%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143427.86    | 0.01%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    242000 | PA      | $254571.27    | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $136282.71    | 0.01%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $176214.53    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    177000 | PA      | $176161.40    | 0.01%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $48699.10     | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $177335.29    | 0.01%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $148813.27    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $86282.66     | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    970000 | PA      | $833645.60    | 0.06%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $481980.39    | 0.04%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $100453.09    | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    209000 | PA      | $219362.20    | 0.02%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    326000 | PA      | $335424.84    | 0.03%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $177753.98    | 0.01%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $193572.77    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75818.23     | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $143319.54    | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150385.99    | 0.01%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150592.20    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151651.11    | 0.01%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    142000 | PA      | $168711.73    | 0.01%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE ENERGY PARTNERS                       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5021.70      | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    204000 | PA      | $241079.45    | 0.02%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                              | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |   2180000 | PA      | $2479652.23   | 0.19%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21860.65     | 0.00%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $181156.97    | 0.01%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109928.37    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94940.79     | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125402.14    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141754.26    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219747.06    | 0.02%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                  | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    280000 | PA      | $283989.18    | 0.02%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182384.57    | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    431000 | PA      | $366591.58    | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286842.33    | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                               | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     17000 | PA      | $17206.42     | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ENSTAR GROUP LTD                               | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $40573.09     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                             | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59211.73     | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115815.16    | 0.01%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    485000 | PA      | $450184.27    | 0.03%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $221924.98    | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    338000 | PA      | $274488.63    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    609000 | PA      | $390634.02    | 0.03%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    319000 | PA      | $323295.96    | 0.02%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     84000 | PA      | $76476.83     | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335064.50    | 0.03%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    118000 | PA      | $134439.31    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     34000 | PA      | $38751.92     | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    128000 | PA      | $139791.69    | 0.01%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    166000 | PA      | $201941.63    | 0.02%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    174000 | PA      | $195860.95    | 0.01%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    166000 | PA      | $176417.42    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123278.80    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    186000 | PA      | $173851.11    | 0.01%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    181000 | PA      | $161904.33    | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    237000 | PA      | $219981.69    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    277000 | PA      | $265116.35    | 0.02%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113150.69    | 0.01%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    157000 | PA      | $144539.62    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    219000 | PA      | $218612.48    | 0.02%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91990.76     | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251362.32    | 0.02%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    208000 | PA      | $187081.97    | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14551.29     | 0.00%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    149000 | PA      | $122064.58    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41829.22     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82034.95     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    209000 | PA      | $156127.26    | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    114000 | PA      | $78044.52     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19804.46     | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| EQUINIX EU 2 FINANCING C                       | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   1160000 | PA      | $1207598.34   | 0.09%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                       | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    225000 | PA      | $226509.41    | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    765000 | PA      | $734739.90    | 0.06%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    101000 | PA      | $97354.94     | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1457000 | PA      | $1323282.98   | 0.10%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    222000 | PA      | $144802.68    | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    145000 | PA      | $137040.78    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    301000 | PA      | $193163.03    | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $95324.08     | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    425000 | PA      | $385145.32    | 0.03%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    175000 | PA      | $122025.21    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    265000 | PA      | $255469.31    | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171882.65    | 0.01%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    124000 | PA      | $116320.04    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    241000 | PA      | $167069.29    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    262000 | PA      | $246536.34    | 0.02%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51935.09     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50501.51     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51272.26     | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54697.82     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    270000 | PA      | $241883.07    | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     35000 | PA      | $21496.90     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     64000 | PA      | $69935.05     | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     94000 | PA      | $80063.53     | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    121000 | PA      | $98441.68     | 0.01%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    203000 | PA      | $136568.62    | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68407.85     | 0.01%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27096.03     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31744.72     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    197000 | PA      | $126158.51    | 0.01%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    328000 | PA      | $321788.44    | 0.02%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    332000 | PA      | $331560.42    | 0.03%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    546000 | PA      | $392106.84    | 0.03%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $2309615.79   | 0.18%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185591.57    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78845.72     | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138245.23    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    224000 | PA      | $227542.14    | 0.02%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    436000 | PA      | $450017.73    | 0.03%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20165.72     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    419000 | PA      | $445084.34    | 0.03%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89878.97     | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99743.74     | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218954.36    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94553.73     | 0.01%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64978.12     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $279080.42    | 0.02%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    253000 | PA      | $253037.91    | 0.02%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    306000 | PA      | $287082.04    | 0.02%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    341000 | PA      | $291424.05    | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    818000 | PA      | $812010.29    | 0.06%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    398000 | PA      | $346210.97    | 0.03%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    732000 | PA      | $570710.82    | 0.04%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    237000 | PA      | $233345.83    | 0.02%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162145.31    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177381.72    | 0.01%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67269.17     | 0.01%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562586.63    | 0.04%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    130000 | PA      | $113683.09    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     49000 | PA      | $48793.46     | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     14000 | PA      | $13914.85     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    110000 | PA      | $97780.04     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    390000 | PA      | $332340.59    | 0.03%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    423000 | PA      | $295509.62    | 0.02%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    347000 | PA      | $321782.10    | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    560000 | PA      | $479558.31    | 0.04%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29438.98     | 0.00%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    728000 | PA      | $535063.90    | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                              | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69525.78     | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26276.22     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     76000 | PA      | $49781.55     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64068.11     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12113.62     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    295000 | PA      | $248428.29    | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    417000 | PA      | $349586.45    | 0.03%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100845.78    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29038.16     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    455000 | PA      | $440095.58    | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                       | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152895.57    | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23550.81     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $141163.51    | 0.01%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $263873.19    | 0.02%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                           | Federal Realty OP LP                                                            | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    203000 | PA      | $179607.46    | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                           | Federal Realty OP LP                                                            | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355837.61    | 0.03%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                           | Federal Realty OP LP                                                            | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    671000 | PA      | $647870.63    | 0.05%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                           | Federal Realty OP LP                                                            | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    610000 | PA      | $589543.39    | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                           | Federal Realty OP LP                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    655000 | PA      | $672409.57    | 0.05%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    303000 | PA      | $259276.35    | 0.02%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    159000 | PA      | $153137.30    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    168000 | PA      | $169343.81    | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3766.02      | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4399.51      | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162230.45    | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                       | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1034161.03   | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                       | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74920.77     | 0.01%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22957.27     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563851.67    | 0.04%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                        | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50945.38     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    283000 | PA      | $350523.27    | 0.03%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24479.18     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45600.37     | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                       | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    390000 | PA      | $378263.59    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                       | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4382.56      | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                             | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259154.84    | 0.02%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1299316.91   | 0.10%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43529.75     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    413000 | PA      | $329346.52    | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20672.09     | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54637.39     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85317.13     | 0.01%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FLEX LTD                                       | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    439000 | PA      | $445405.19    | 0.03%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    748000 | PA      | $759606.32    | 0.06%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    386000 | PA      | $413633.55    | 0.03%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    226000 | PA      | $231801.70    | 0.02%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    117000 | PA      | $125838.67    | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    171000 | PA      | $187087.82    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135950.24    | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148690.10    | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130935.78    | 0.01%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    229000 | PA      | $201056.91    | 0.02%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    201000 | PA      | $173990.43    | 0.01%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    235000 | PA      | $197395.20    | 0.02%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    204000 | PA      | $159448.10    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    336000 | PA      | $273637.29    | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    226000 | PA      | $187961.66    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    378000 | PA      | $305494.56    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    346000 | PA      | $241733.34    | 0.02%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    155000 | PA      | $101058.34    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52369.96     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                          | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    309000 | PA      | $295351.58    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26928.79     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $8852.20      | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    165000 | PA      | $122202.71    | 0.01%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    465000 | PA      | $500652.11    | 0.04%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36231.79     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37955.62     | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105537.35    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    264000 | PA      | $249014.10    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    470000 | PA      | $429315.45    | 0.03%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32737.30     | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26839.31     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    580000 | PA      | $624661.62    | 0.05%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162716.09    | 0.01%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31227.55     | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    497000 | PA      | $496196.18    | 0.04%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                            | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     82000 | PA      | $69138.91     | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    468000 | PA      | $450776.26    | 0.03%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1033757.71   | 0.08%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    229000 | PA      | $187411.48    | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1323258.21   | 0.10%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41607.10     | 0.00%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237157.42    | 0.02%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    404000 | PA      | $393817.76    | 0.03%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38784.66     | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    932000 | PA      | $1128591.50   | 0.09%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    223000 | PA      | $221155.94    | 0.02%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                         | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22411.57     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296613.22    | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249356.15    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87659.94     | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47765.10     | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82752.58     | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129200.97    | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119657.80    | 0.01%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13190.83     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    162000 | PA      | $105050.12    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88771.52     | 0.01%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211306.82    | 0.02%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296695.47    | 0.02%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    462000 | PA      | $494781.54    | 0.04%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    382000 | PA      | $431784.13    | 0.03%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25355.65     | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477071.32    | 0.04%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87833.31     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                        | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $592617.50    | 0.05%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    236000 | PA      | $240444.81    | 0.02%             | 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        |    138000 | PA      | $133736.18    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    112000 | PA      | $107350.32    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    105000 | PA      | $94965.95     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    549000 | PA      | $625215.52    | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    597000 | PA      | $534208.41    | 0.04%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43061.67     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    253000 | PA      | $280439.95    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78093.63     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47943.39     | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131853.38    | 0.01%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                                             | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     82000 | PA      | $97663.94     | 0.01%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $730002.53    | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89630.65     | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1230032.73   | 0.09%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    898000 | PA      | $900603.45    | 0.07%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1198952.10   | 0.09%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    246000 | PA      | $162222.95    | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    863000 | PA      | $768110.16    | 0.06%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118157.90    | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321920.71    | 0.02%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182351.81    | 0.01%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102500.37    | 0.01%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    590000 | PA      | $606294.57    | 0.05%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    263000 | PA      | $299793.59    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    301000 | PA      | $309094.94    | 0.02%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124712.80    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    241000 | PA      | $219182.78    | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    304000 | PA      | $332423.80    | 0.03%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    190000 | PA      | $206045.99    | 0.02%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    162000 | PA      | $157265.11    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    166000 | PA      | $152569.56    | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230607.04    | 0.02%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94399.84     | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    154000 | PA      | $159741.35    | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226211.31    | 0.02%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125741.82    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    236000 | PA      | $213594.83    | 0.02%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191305.93    | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    258000 | PA      | $257601.62    | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    236000 | PA      | $255492.48    | 0.02%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    359000 | PA      | $382008.94    | 0.03%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110508.30    | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249529.47    | 0.02%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78430.30     | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116724.76    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    342000 | PA      | $358867.71    | 0.03%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    506000 | PA      | $474239.50    | 0.04%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    379000 | PA      | $341348.22    | 0.03%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    643000 | PA      | $593996.38    | 0.05%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    615000 | PA      | $613746.34    | 0.05%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    340000 | PA      | $319968.73    | 0.02%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    510000 | PA      | $431109.64    | 0.03%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1184378.95   | 0.09%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    239000 | PA      | $155122.43    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1022781.70   | 0.08%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1052455.41   | 0.08%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    855000 | PA      | $902028.69    | 0.07%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309164.56    | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    735000 | PA      | $760559.26    | 0.06%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156498.42    | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131984.89    | 0.01%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85140.29     | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    609000 | PA      | $693488.64    | 0.05%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83776.24     | 0.01%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50938.52     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50927.92     | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4904.55      | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106869.88    | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123896.26    | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    662000 | PA      | $622389.67    | 0.05%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    321000 | PA      | $341210.81    | 0.03%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $219310.99    | 0.02%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $225489.14    | 0.02%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    710000 | PA      | $737030.56    | 0.06%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563517.17    | 0.04%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305677.94    | 0.02%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    605000 | PA      | $634478.64    | 0.05%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    615000 | PA      | $639484.61    | 0.05%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $533665.99    | 0.04%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1175867.27   | 0.09%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    775000 | PA      | $775601.45    | 0.06%             | 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        |    775000 | PA      | $775902.80    | 0.06%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    775000 | PA      | $778346.27    | 0.06%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    416000 | PA      | $424802.62    | 0.03%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1247334.86   | 0.10%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    845000 | PA      | $933064.84    | 0.07%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    645000 | PA      | $592833.35    | 0.05%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    946000 | PA      | $944324.29    | 0.07%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    399000 | PA      | $396412.72    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    414000 | PA      | $411136.92    | 0.03%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    862000 | PA      | $863712.17    | 0.07%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    265000 | PA      | $248762.87    | 0.02%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52634.50     | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    389000 | PA      | $346488.86    | 0.03%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    474000 | PA      | $433681.19    | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155857.47    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    613000 | PA      | $551061.67    | 0.04%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    223000 | PA      | $166169.76    | 0.01%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    254000 | PA      | $229993.15    | 0.02%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299531.52    | 0.02%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    599000 | PA      | $554261.91    | 0.04%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118734.13    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256661.99    | 0.02%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    462000 | PA      | $493027.06    | 0.04%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $363985.56    | 0.03%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    271000 | PA      | $258028.00    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    714000 | PA      | $648559.91    | 0.05%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    348000 | PA      | $318964.83    | 0.02%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    314000 | PA      | $253898.39    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    216000 | PA      | $183940.20    | 0.01%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1267121.47   | 0.10%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                         | Diageo Investment Corp                                                          | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1955200.38   | 0.15%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| GRUPO TELEVISA SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $33154.58     | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $138255.34    | 0.01%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $176136.14    | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    235000 | PA      | $188822.42    | 0.01%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    162000 | PA      | $114261.55    | 0.01%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                               | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42145.86     | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                               | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40886.59     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                         | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    880000 | PA      | $903413.61    | 0.07%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                         | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160873.35    | 0.01%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    667000 | PA      | $668556.06    | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    409000 | PA      | $393422.57    | 0.03%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244918.02    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    729000 | PA      | $727728.43    | 0.06%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    316000 | PA      | $309153.56    | 0.02%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    521000 | PA      | $480321.18    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    302000 | PA      | $291049.86    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    427000 | PA      | $297479.27    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35861.03     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    149000 | PA      | $141313.50    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    391000 | PA      | $326278.06    | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    714000 | PA      | $749110.86    | 0.06%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254198.45    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15701.75     | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235675.87    | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228330.09    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195760.49    | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95017.16     | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166711.25    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41553.26     | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151976.80    | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                               | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    156000 | PA      | $173535.28    | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    209000 | PA      | $203455.48    | 0.02%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    518000 | PA      | $574090.38    | 0.04%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $57145.55     | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    567000 | PA      | $620123.30    | 0.05%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    548000 | PA      | $547143.42    | 0.04%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1026000 | PA      | $1035541.98   | 0.08%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1126000 | PA      | $1114453.33   | 0.09%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    791000 | PA      | $814053.87    | 0.06%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    666000 | PA      | $623855.12    | 0.05%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $241901.75    | 0.02%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1232000 | PA      | $1128694.69   | 0.09%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    266000 | PA      | $252636.91    | 0.02%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $314032.88    | 0.02%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    271000 | PA      | $270290.04    | 0.02%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $483969.16    | 0.04%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    291000 | PA      | $303408.76    | 0.02%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $173645.52    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $239428.89    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     52000 | PA      | $58428.93     | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    371000 | PA      | $392647.03    | 0.03%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    419000 | PA      | $493441.49    | 0.04%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $218800.42    | 0.02%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $55182.48     | 0.00%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    631000 | PA      | $685894.88    | 0.05%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $274782.62    | 0.02%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $339535.98    | 0.03%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $272645.60    | 0.02%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $310323.37    | 0.02%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202976.85    | 0.02%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205530.21    | 0.02%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $483045.98    | 0.04%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $242814.14    | 0.02%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $276152.36    | 0.02%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $211620.24    | 0.02%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201461.39    | 0.02%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201823.84    | 0.02%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                               | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    270000 | PA      | $288283.97    | 0.02%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                               | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    280000 | PA      | $294952.24    | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                               | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    270000 | PA      | $318919.43    | 0.02%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419706.76    | 0.03%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    390000 | PA      | $404750.36    | 0.03%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78008.84     | 0.01%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74488.91     | 0.01%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    138000 | PA      | $154924.34    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    264000 | PA      | $316256.37    | 0.02%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    127000 | PA      | $112233.08    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80429.70     | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    372000 | PA      | $370190.07    | 0.03%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    395000 | PA      | $360683.32    | 0.03%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                 | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    341000 | PA      | $323705.17    | 0.02%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                         | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    559000 | PA      | $571282.88    | 0.04%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                            | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    511000 | PA      | $420634.39    | 0.03%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The               | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    153000 | PA      | $165757.09    | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1076096.00   | 0.08%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The               | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    152000 | PA      | $133100.24    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    188000 | PA      | $162700.45    | 0.01%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    535000 | PA      | $510816.88    | 0.04%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     76000 | PA      | $57505.37     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The               | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    255000 | PA      | $166696.27    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26459.69     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    627000 | PA      | $620107.66    | 0.05%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1036528.35   | 0.08%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    444000 | PA      | $471002.62    | 0.04%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    232000 | PA      | $260403.45    | 0.02%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     20000 | PA      | $18954.42     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     10000 | PA      | $8779.32      | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     30000 | PA      | $30828.20     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                               | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     50000 | PA      | $49925.34     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                               | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    598000 | PA      | $567581.24    | 0.04%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26440.93     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11796.36     | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45405.27     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    121000 | PA      | $132349.28    | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76438.65     | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                      | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1503355.50   | 0.11%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    496000 | PA      | $508771.61    | 0.04%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    530000 | PA      | $573638.99    | 0.04%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    539000 | PA      | $553800.64    | 0.04%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    642000 | PA      | $645162.16    | 0.05%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    910000 | PA      | $916844.38    | 0.07%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    519000 | PA      | $525236.99    | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602329.46    | 0.05%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303843.40    | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225044.94    | 0.02%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363962.18    | 0.03%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224857.38    | 0.02%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                    | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    770000 | PA      | $765795.54    | 0.06%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                            | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     72000 | PA      | $70921.48     | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                            | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     87000 | PA      | $81217.65     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                            | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    110000 | PA      | $125614.62    | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326594.18    | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    801000 | PA      | $875294.18    | 0.07%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    252000 | PA      | $261888.72    | 0.02%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243091.71    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    226000 | PA      | $198565.01    | 0.02%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    317000 | PA      | $300230.67    | 0.02%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    328000 | PA      | $290229.37    | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    373000 | PA      | $321234.74    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    321000 | PA      | $228866.99    | 0.02%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    318000 | PA      | $256648.52    | 0.02%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319595.87    | 0.02%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    833000 | PA      | $835352.79    | 0.06%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    312000 | PA      | $273887.44    | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1255162.66   | 0.10%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    217000 | PA      | $150818.20    | 0.01%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    262000 | PA      | $248312.40    | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     79000 | PA      | $65389.38     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    172000 | PA      | $124157.80    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    140000 | PA      | $81924.88     | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92655.78     | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $107085.47    | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518501.73    | 0.04%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    215000 | PA      | $160312.46    | 0.01%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412078.79    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46562.74     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365447.86    | 0.03%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24402.82     | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200411.78    | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94952.55     | 0.01%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119616.13    | 0.01%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199915.93    | 0.02%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $330317.41    | 0.03%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    286000 | PA      | $307136.73    | 0.02%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    288000 | PA      | $308940.18    | 0.02%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213287.61    | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    228000 | PA      | $182635.90    | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    552000 | PA      | $527934.10    | 0.04%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105081.31    | 0.01%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    255000 | PA      | $223719.81    | 0.02%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466668.16    | 0.04%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277492.98    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473269.81    | 0.04%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61888.81     | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67671.07     | 0.01%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666389.21    | 0.05%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280605.74    | 0.02%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312355.53    | 0.02%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86082.84     | 0.01%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112619.98    | 0.01%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271271.54    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    327000 | PA      | $220882.30    | 0.02%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    242000 | PA      | $231795.37    | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    395000 | PA      | $375823.96    | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    104000 | PA      | $93550.73     | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     10000 | PA      | $10348.03     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    315000 | PA      | $320455.40    | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                    | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27596.52     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                    | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41629.09     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                    | Hubbell Inc                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50067.52     | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    249000 | PA      | $217051.42    | 0.02%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    346000 | PA      | $308511.02    | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    227000 | PA      | $195260.70    | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240110.17    | 0.02%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    173000 | PA      | $130483.36    | 0.01%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130794.33    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49055.90     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232217.18    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4625.87      | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    425000 | PA      | $448671.73    | 0.03%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424153.14    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    153000 | PA      | $146389.69    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277189.29    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    843000 | PA      | $785115.39    | 0.06%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    142000 | PA      | $122936.97    | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429692.18    | 0.03%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37814.66     | 0.00%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31551.74     | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122390.18    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    368000 | PA      | $364279.41    | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    295000 | PA      | $278873.02    | 0.02%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51764.93     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31808.22     | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573223.72    | 0.04%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10497.39     | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84767.14     | 0.01%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     62000 | PA      | $63160.82     | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                           | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    240000 | PA      | $228954.61    | 0.02%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                       | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    572000 | PA      | $604158.15    | 0.05%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                      | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    260000 | PA      | $238104.38    | 0.02%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    114000 | PA      | $97561.55     | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158432.41    | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    957000 | PA      | $955725.83    | 0.07%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $435829.22    | 0.03%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $239519.98    | 0.02%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    748000 | PA      | $690814.76    | 0.05%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $274613.95    | 0.02%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    459000 | PA      | $499115.11    | 0.04%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $93226.01     | 0.01%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    984000 | PA      | $1029924.84   | 0.08%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203049.66    | 0.02%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205558.58    | 0.02%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    805000 | PA      | $842554.15    | 0.06%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                             | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1323000 | PA      | $1314095.67   | 0.10%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                       | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    256000 | PA      | $270818.36    | 0.02%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                       | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    152000 | PA      | $130106.07    | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                       | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2825741.88   | 0.22%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106786.91    | 0.01%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| INGREDION INC                                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1006247.94   | 0.08%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                  | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    283000 | PA      | $214817.95    | 0.02%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279401.96    | 0.02%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    390000 | PA      | $374186.71    | 0.03%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    197000 | PA      | $162859.15    | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    380000 | PA      | $334492.37    | 0.03%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    216000 | PA      | $169106.84    | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1078992.72   | 0.08%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    143000 | PA      | $110585.10    | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    293000 | PA      | $214261.77    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    450000 | PA      | $420484.75    | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    373000 | PA      | $245341.88    | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    227000 | PA      | $132995.14    | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86152.14     | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    514000 | PA      | $433415.22    | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    184000 | PA      | $154358.50    | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49759.40     | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237858.99    | 0.02%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $963806.42    | 0.07%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    286000 | PA      | $251829.81    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    371000 | PA      | $234039.02    | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    148000 | PA      | $87921.84     | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    618000 | PA      | $614046.32    | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267518.38    | 0.02%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174694.72    | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    225000 | PA      | $192513.93    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    117000 | PA      | $98462.46     | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    266000 | PA      | $270056.63    | 0.02%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205810.13    | 0.02%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    785000 | PA      | $805444.63    | 0.06%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    284000 | PA      | $272475.69    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178883.84    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223896.24    | 0.02%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28580.01     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70090.28     | 0.01%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75129.56     | 0.01%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34536.06     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    341000 | PA      | $288087.99    | 0.02%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114433.95    | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    407000 | PA      | $272442.51    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124063.87    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    107000 | PA      | $80347.10     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    773000 | PA      | $473925.50    | 0.04%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187568.61    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $250830.70    | 0.02%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282211.58    | 0.02%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     77000 | PA      | $92661.08     | 0.01%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    314000 | PA      | $325691.88    | 0.02%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    157000 | PA      | $164984.76    | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    313000 | PA      | $340741.45    | 0.03%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195399.81    | 0.01%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $153806.30    | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    139000 | PA      | $124879.08    | 0.01%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    849000 | PA      | $843270.58    | 0.06%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1192444.98   | 0.09%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    179000 | PA      | $161854.81    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $475294.80    | 0.04%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    238000 | PA      | $155557.82    | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58684.44     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281501.04    | 0.02%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79193.50     | 0.01%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203068.90    | 0.02%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215716.41    | 0.02%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201708.73    | 0.02%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160484.65    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176920.82    | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    254000 | PA      | $207200.34    | 0.02%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    276000 | PA      | $277317.69    | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    118000 | PA      | $105381.03    | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL PAPER CO                         | International Paper Co                                                          | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    135000 | PA      | $158963.99    | 0.01%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                         | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    213000 | PA      | $221289.04    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                         | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    208000 | PA      | $187084.01    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                         | International Paper Co                                                          | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251087.44    | 0.02%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                         | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69858.88     | 0.01%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                         | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    244000 | PA      | $203993.78    | 0.02%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                         | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    148000 | PA      | $121484.93    | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10005.73     | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    326000 | PA      | $306347.54    | 0.02%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59600.55     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174465.45    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480993.97    | 0.04%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $763903.63    | 0.06%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $645211.37    | 0.05%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1223132.67   | 0.09%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    387000 | PA      | $388783.14    | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| INVESCO FINANCE PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    186000 | PA      | $183503.60    | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     10000 | PA      | $8717.98      | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     90000 | PA      | $77077.15     | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    115000 | PA      | $111637.49    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                      | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    657000 | PA      | $677779.37    | 0.05%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                      | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337438.29    | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ITC HOLDINGS CORP                              | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    703000 | PA      | $682038.80    | 0.05%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                              | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    369000 | PA      | $363743.33    | 0.03%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    170000 | PA      | $177844.89    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    913000 | PA      | $1046225.58   | 0.08%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    441000 | PA      | $466003.59    | 0.04%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    453000 | PA      | $478093.46    | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    417000 | PA      | $400984.03    | 0.03%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1118347.46   | 0.09%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    224000 | PA      | $214935.07    | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    911000 | PA      | $917417.99    | 0.07%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174457.25    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    530000 | PA      | $458727.38    | 0.04%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    577000 | PA      | $573027.14    | 0.04%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    443000 | PA      | $403121.93    | 0.03%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    320000 | PA      | $267107.36    | 0.02%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $583987.06    | 0.04%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128617.05    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    409000 | PA      | $332529.63    | 0.03%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    339000 | PA      | $338640.40    | 0.03%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    374000 | PA      | $375155.00    | 0.03%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    617000 | PA      | $623782.21    | 0.05%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    741000 | PA      | $730882.61    | 0.06%             | 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        |    631000 | PA      | $599651.79    | 0.05%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159052.23    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    320000 | PA      | $298815.89    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    773000 | PA      | $615957.58    | 0.05%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    839000 | PA      | $583061.60    | 0.04%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    256000 | PA      | $241646.20    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $160674.51    | 0.01%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $200638.58    | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    669000 | PA      | $614548.49    | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    264000 | PA      | $207553.57    | 0.02%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $734121.00    | 0.06%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167361.25    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    743000 | PA      | $685220.45    | 0.05%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    855000 | PA      | $862593.73    | 0.07%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1381432.03   | 0.11%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    504000 | PA      | $538092.69    | 0.04%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    554000 | PA      | $581501.29    | 0.04%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    293000 | PA      | $324682.36    | 0.02%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $544192.37    | 0.04%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    515000 | PA      | $554272.27    | 0.04%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    605000 | PA      | $630932.34    | 0.05%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    528000 | PA      | $538024.36    | 0.04%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    215000 | PA      | $227066.25    | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    780000 | PA      | $829126.58    | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $266882.46    | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    131000 | PA      | $119289.36    | 0.01%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60159.55     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| JACOBS ENGINEERING GROUP                       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1215684.33   | 0.09%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2327021.97   | 0.18%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                        | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1081151.53   | 0.08%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     93000 | PA      | $98763.56     | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84227.61     | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41309.52     | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8829.51      | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65800.39     | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    203000 | PA      | $228636.81    | 0.02%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    216000 | PA      | $240176.50    | 0.02%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    216000 | PA      | $211749.21    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    183000 | PA      | $183155.63    | 0.01%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32753.77     | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    222000 | PA      | $209154.69    | 0.02%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    343000 | PA      | $283281.60    | 0.02%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    352000 | PA      | $289592.19    | 0.02%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125833.45    | 0.01%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    706000 | PA      | $401926.58    | 0.03%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    690000 | PA      | $756806.18    | 0.06%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $8785.59      | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                       | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2455000 | PA      | $2196737.46   | 0.17%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                       | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1131000 | PA      | $997612.96    | 0.08%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                       | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     30000 | PA      | $30727.30     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    576000 | PA      | $592558.99    | 0.05%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                           | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140589.78    | 0.01%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                           | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65510.24     | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23453.81     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     63000 | PA      | $44871.67     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27838.31     | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119426.55    | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                      | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    265000 | PA      | $305180.29    | 0.02%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                      | Kellanova                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1200181.55   | 0.09%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| KELLANOVA                                      | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1152433.88   | 0.09%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                      | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1325407.71   | 0.10%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                      | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    370000 | PA      | $384632.33    | 0.03%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                      | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20217.24     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| KEMPER CORP                                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23089.13     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55736.96     | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                     | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    488000 | PA      | $451624.87    | 0.03%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76785.32     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    138000 | PA      | $124274.89    | 0.01%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428274.28    | 0.03%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9491.70      | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    219000 | PA      | $161294.89    | 0.01%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $91192.15     | 0.01%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    288000 | PA      | $277281.94    | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    315000 | PA      | $258700.31    | 0.02%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25654.44     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91819.56     | 0.01%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50226.93     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50297.55     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94799.07     | 0.01%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25002.59     | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    618000 | PA      | $583018.83    | 0.04%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38997.36     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44293.57     | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123565.96    | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                              | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1345926.03   | 0.10%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    808000 | PA      | $811337.01    | 0.06%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186433.82    | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435758.43    | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57344.14     | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    381000 | PA      | $374316.04    | 0.03%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45180.59     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    225000 | PA      | $208666.51    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    332000 | PA      | $278348.67    | 0.02%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    419000 | PA      | $489492.86    | 0.04%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    173000 | PA      | $175552.90    | 0.01%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $140591.33    | 0.01%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    401000 | PA      | $403042.12    | 0.03%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1543318.03   | 0.12%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    201000 | PA      | $133969.22    | 0.01%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    381000 | PA      | $367196.20    | 0.03%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381715.60    | 0.03%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702172.99    | 0.05%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    130000 | PA      | $110923.09    | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    170000 | PA      | $141669.30    | 0.01%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     76000 | PA      | $75863.74     | 0.01%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     78000 | PA      | $67548.10     | 0.01%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     88000 | PA      | $66487.28     | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    210000 | PA      | $210407.51    | 0.02%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    174000 | PA      | $198075.11    | 0.02%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    276000 | PA      | $321624.97    | 0.02%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    387000 | PA      | $445444.54    | 0.03%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    763000 | PA      | $806349.89    | 0.06%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    148000 | PA      | $162447.89    | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    591000 | PA      | $672324.28    | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    168000 | PA      | $183947.13    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    105000 | PA      | $115008.89    | 0.01%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    138000 | PA      | $148020.47    | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89851.59     | 0.01%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88481.70     | 0.01%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104128.48    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    172000 | PA      | $167472.96    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115043.30    | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143539.57    | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    365000 | PA      | $378161.40    | 0.03%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    546000 | PA      | $559979.58    | 0.04%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    490000 | PA      | $478404.65    | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273790.04    | 0.02%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    299000 | PA      | $300655.37    | 0.02%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138912.14    | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151754.16    | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $116708.62    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60526.62     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161266.24    | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122843.77    | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    615000 | PA      | $635484.83    | 0.05%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144186.84    | 0.01%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233166.04    | 0.02%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67367.11     | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    545000 | PA      | $578193.16    | 0.04%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                              | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    278000 | PA      | $279683.71    | 0.02%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    101000 | PA      | $93592.91     | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    242000 | PA      | $262805.65    | 0.02%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $246980.48    | 0.02%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    351000 | PA      | $295020.06    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105254.68    | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    443000 | PA      | $412344.44    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    461000 | PA      | $404511.40    | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360282.81    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134202.66    | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154869.79    | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    186000 | PA      | $213111.29    | 0.02%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    141000 | PA      | $163374.97    | 0.01%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76026.89     | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103205.31    | 0.01%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124714.41    | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    152000 | PA      | $119395.24    | 0.01%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    356000 | PA      | $304829.57    | 0.02%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157429.16    | 0.01%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159731.56    | 0.01%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    183000 | PA      | $142953.75    | 0.01%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339972.00    | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302205.94    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272371.43    | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22768.00     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                       | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1670766.06   | 0.13%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                       | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $2064023.33   | 0.16%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107650.65    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124053.33    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25183.32     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244316.03    | 0.02%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LYB INTL FINANCE BV                            | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $189110.86    | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                            | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    205000 | PA      | $172372.77    | 0.01%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    252000 | PA      | $184905.95    | 0.01%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    263000 | PA      | $191549.65    | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    209000 | PA      | $137344.85    | 0.01%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    417000 | PA      | $265164.80    | 0.02%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    441000 | PA      | $448508.36    | 0.03%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149690.13    | 0.01%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    436000 | PA      | $394057.28    | 0.03%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84482.01     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123870.11    | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    520000 | PA      | $477954.84    | 0.04%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35100.69     | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105339.55    | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94593.63     | 0.01%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    244000 | PA      | $227387.97    | 0.02%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    942000 | PA      | $943461.64    | 0.07%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $932719.20    | 0.07%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    296000 | PA      | $196643.96    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    173000 | PA      | $110834.73    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68480.64     | 0.01%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                    | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $253804.74    | 0.02%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                               | Lazard Group LLC                                                                | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21222.84     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                               | Lazard Group LLC                                                                | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327267.61    | 0.02%             | 2035-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                      | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    284000 | PA      | $259307.14    | 0.02%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                      | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    689000 | PA      | $688516.74    | 0.05%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                      | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    107000 | PA      | $102765.89    | 0.01%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                      | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    237000 | PA      | $161728.23    | 0.01%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                            | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50994.37     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                            | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235970.17    | 0.02%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                            | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    192000 | PA      | $124720.33    | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| LEGG MASON INC                                 | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    282000 | PA      | $283108.60    | 0.02%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    656000 | PA      | $656275.03    | 0.05%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193560.34    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                       | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1122817.26   | 0.09%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                       | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    570000 | PA      | $590176.36    | 0.05%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    187000 | PA      | $204623.46    | 0.02%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    206000 | PA      | $168407.05    | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190865.99    | 0.01%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $431096.24    | 0.03%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    474000 | PA      | $382240.11    | 0.03%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66121.50     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    760000 | PA      | $427809.21    | 0.03%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63230.52     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    144000 | PA      | $137160.54    | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    375000 | PA      | $355138.86    | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57673.83     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154177.21    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41053.50     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51303.41     | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31040.11     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75431.74     | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     68000 | PA      | $77080.66     | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40812.17     | 0.00%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39601.90     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114254.25    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28623.92     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52144.93     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191322.50    | 0.01%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $306843.04    | 0.02%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    311000 | PA      | $313127.20    | 0.02%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $328771.15    | 0.03%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $483017.39    | 0.04%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $238677.43    | 0.02%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $513928.31    | 0.04%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203197.31    | 0.02%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $280233.36    | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199462.31    | 0.02%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $191672.15    | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $229726.19    | 0.02%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $523891.32    | 0.04%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $288338.36    | 0.02%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401190.58    | 0.03%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399024.59    | 0.03%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: —       |
| LOEWS CORP                                     | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37990.57     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    112000 | PA      | $120299.26    | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    288000 | PA      | $302018.19    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    276000 | PA      | $252445.92    | 0.02%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $229422.67    | 0.02%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    342000 | PA      | $261942.09    | 0.02%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    462000 | PA      | $370898.85    | 0.03%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118286.46    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    112000 | PA      | $95640.50     | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    257000 | PA      | $260353.18    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33264.16     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152888.66    | 0.01%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239680.10    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    360000 | PA      | $232624.75    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    411000 | PA      | $377443.17    | 0.03%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    431000 | PA      | $343449.35    | 0.03%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441941.21    | 0.03%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    244000 | PA      | $195454.75    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    395000 | PA      | $405473.46    | 0.03%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124474.83    | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181179.64    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115459.10    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299922.36    | 0.02%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299981.86    | 0.02%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298611.49    | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298806.91    | 0.02%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299424.76    | 0.02%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                          | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    391000 | PA      | $301024.94    | 0.02%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    102000 | PA      | $95663.27     | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | Sekisui House US Inc                                                            | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47388.75     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | Sekisui House US Inc                                                            | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    148000 | PA      | $132041.17    | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | Sekisui House US Inc                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     72000 | PA      | $49355.41     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    531000 | PA      | $530522.95    | 0.04%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    362000 | PA      | $325612.66    | 0.02%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    263000 | PA      | $241278.15    | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    344000 | PA      | $288772.85    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    207000 | PA      | $172288.22    | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158502.98    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169788.71    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    366000 | PA      | $339608.81    | 0.03%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186432.94    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    141000 | PA      | $120220.64    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53872.28     | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75804.00     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $263533.73    | 0.02%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1501000 | PA      | $1493890.39   | 0.11%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $394708.14    | 0.03%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    341000 | PA      | $366242.37    | 0.03%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    134000 | PA      | $116402.42    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46861.96     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322800.22    | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     93000 | PA      | $75619.14     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                               | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42283.29     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                               | Markel Group Inc                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26067.20     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                               | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46342.76     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                               | Markel Group Inc                                                                | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96649.45     | 0.01%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                               | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114088.92    | 0.01%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    464000 | PA      | $505110.53    | 0.04%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    246000 | PA      | $211840.40    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    299000 | PA      | $250680.58    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    663000 | PA      | $670674.28    | 0.05%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29200.28     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    231000 | PA      | $211858.53    | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    227000 | PA      | $207346.52    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10536.08     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10223.31     | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116347.33    | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224492.15    | 0.02%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189930.18    | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305306.17    | 0.02%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    525000 | PA      | $513528.34    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108918.02    | 0.01%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14999.87     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81321.81     | 0.01%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    262000 | PA      | $265943.16    | 0.02%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    242000 | PA      | $226465.19    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20800.13     | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80444.04     | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74270.51     | 0.01%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126170.03    | 0.01%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    118000 | PA      | $110072.54    | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    253000 | PA      | $173411.64    | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51350.42     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    485000 | PA      | $481670.36    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55680.01     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $85759.93     | 0.01%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50719.68     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51682.90     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                     | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90525.89     | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                     | Masco Corp                                                                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191078.93    | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                     | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40126.40     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    116000 | PA      | $94829.93     | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    173000 | PA      | $142823.85    | 0.01%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    274000 | PA      | $212896.13    | 0.02%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53338.26     | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53805.37     | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    286000 | PA      | $229241.37    | 0.02%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    168000 | PA      | $112743.59    | 0.01%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97829.79     | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241584.59    | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156225.39    | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                     | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33480.03     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    352000 | PA      | $348405.15    | 0.03%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    297000 | PA      | $245407.86    | 0.02%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    412000 | PA      | $383904.35    | 0.03%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    295000 | PA      | $260824.86    | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99135.30     | 0.01%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    247000 | PA      | $276415.88    | 0.02%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    202000 | PA      | $225688.90    | 0.02%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48113.09     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120105.45    | 0.01%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19822.10     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    229000 | PA      | $205315.74    | 0.02%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    487000 | PA      | $452444.09    | 0.03%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    198000 | PA      | $171576.18    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24940.38     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    117000 | PA      | $100841.62    | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29547.34     | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    324000 | PA      | $242789.98    | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44392.21     | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14739.43     | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    187000 | PA      | $153831.58    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61469.72     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145032.21    | 0.01%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    699000 | PA      | $726574.15    | 0.06%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96899.89     | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103194.05    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98956.42     | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    245000 | PA      | $265855.67    | 0.02%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234624.70    | 0.02%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                  | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    387000 | PA      | $357946.19    | 0.03%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                       | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127099.62    | 0.01%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                       | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $224127.50    | 0.02%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    340000 | PA      | $279133.56    | 0.02%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    427000 | PA      | $374141.16    | 0.03%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    709000 | PA      | $574997.84    | 0.04%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24413.93     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    222000 | PA      | $182184.24    | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83664.09     | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $66330.75     | 0.01%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    449000 | PA      | $285534.50    | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    796000 | PA      | $477999.74    | 0.04%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25313.84     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279291.12    | 0.02%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    375000 | PA      | $354500.48    | 0.03%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    812000 | PA      | $883497.57    | 0.07%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    487000 | PA      | $598103.67    | 0.05%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $101450.88    | 0.01%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     84000 | PA      | $94503.28     | 0.01%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    108000 | PA      | $115817.09    | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    529000 | PA      | $555584.46    | 0.04%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    349000 | PA      | $464684.16    | 0.04%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163942.41    | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    326000 | PA      | $280294.33    | 0.02%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    269000 | PA      | $252140.25    | 0.02%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183314.41    | 0.01%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    284000 | PA      | $236765.17    | 0.02%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    189000 | PA      | $171106.31    | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90956.57     | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86998.07     | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15834.41     | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    282000 | PA      | $294267.67    | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36960.33     | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    120080 | PA      | $118742.59    | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    205000 | PA      | $218728.60    | 0.02%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    106000 | PA      | $88080.83     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1419247.20   | 0.11%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    466000 | PA      | $382792.53    | 0.03%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212569.95    | 0.02%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203577.57    | 0.02%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    493000 | PA      | $455977.61    | 0.03%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    418000 | PA      | $338879.81    | 0.03%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    864000 | PA      | $860951.38    | 0.07%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    405000 | PA      | $397922.60    | 0.03%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    294000 | PA      | $267700.82    | 0.02%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    331000 | PA      | $302611.79    | 0.02%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    381000 | PA      | $241407.70    | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    316000 | PA      | $188072.05    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    754920 | PA      | $511811.92    | 0.04%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    210000 | PA      | $135916.64    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52597.01     | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20251.74     | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    243000 | PA      | $217816.75    | 0.02%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    274000 | PA      | $194229.08    | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143801.73    | 0.01%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     20000 | PA      | $19919.62     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     35000 | PA      | $33174.49     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    210000 | PA      | $184672.53    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $14961.31     | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     77000 | PA      | $76288.07     | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     48000 | PA      | $48057.12     | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $201732.49    | 0.02%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1045000 | PA      | $1048576.87   | 0.08%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    352000 | PA      | $332319.48    | 0.03%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    307000 | PA      | $304349.98    | 0.02%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    426000 | PA      | $376317.81    | 0.03%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    135000 | PA      | $122791.25    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    284000 | PA      | $254155.81    | 0.02%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $44980.45     | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $222988.29    | 0.02%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $39511.41     | 0.00%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    272000 | PA      | $281181.75    | 0.02%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210557.25    | 0.02%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $220849.26    | 0.02%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $57866.82     | 0.00%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $29614.86     | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    445000 | PA      | $446182.07    | 0.03%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    233000 | PA      | $233781.10    | 0.02%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    102000 | PA      | $98277.16     | 0.01%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $23786.79     | 0.00%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    203000 | PA      | $188631.47    | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $182193.82    | 0.01%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $226851.34    | 0.02%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $467816.01    | 0.04%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $58273.74     | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9700.32      | 0.00%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $388262.00    | 0.03%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $274719.30    | 0.02%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     45000 | PA      | $47521.68     | 0.00%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $276948.99    | 0.02%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $468490.15    | 0.04%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $394508.10    | 0.03%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207294.45    | 0.02%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210578.16    | 0.02%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207551.96    | 0.02%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $242319.15    | 0.02%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $400923.51    | 0.03%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $414783.38    | 0.03%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                          | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4849.09      | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    418000 | PA      | $389707.08    | 0.03%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    628000 | PA      | $514218.63    | 0.04%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45089.81     | 0.00%             | 2028-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40577.39     | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    143000 | PA      | $86893.44     | 0.01%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30941.26     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80797.90     | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80473.39     | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    204000 | PA      | $184860.66    | 0.01%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    109000 | PA      | $75372.45     | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    185000 | PA      | $117303.48    | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168234.16    | 0.01%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1140820.63   | 0.09%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    252000 | PA      | $236864.26    | 0.02%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    382000 | PA      | $389718.23    | 0.03%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    987000 | PA      | $961395.79    | 0.07%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    696000 | PA      | $613050.27    | 0.05%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    655000 | PA      | $576672.28    | 0.04%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $369041.03    | 0.03%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    754000 | PA      | $874707.13    | 0.07%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    923000 | PA      | $914551.85    | 0.07%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    408000 | PA      | $371206.58    | 0.03%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    980000 | PA      | $973438.15    | 0.07%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    166000 | PA      | $157183.41    | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    870000 | PA      | $867196.99    | 0.07%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    843000 | PA      | $741899.79    | 0.06%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $528327.23    | 0.04%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    752000 | PA      | $670869.56    | 0.05%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $925913.39    | 0.07%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $319821.19    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    112000 | PA      | $102789.12    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    301000 | PA      | $308404.26    | 0.02%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30719.16     | 0.00%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25980.33     | 0.00%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $419833.72    | 0.03%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352407.63    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    469000 | PA      | $496001.10    | 0.04%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322471.93    | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    585000 | PA      | $607352.11    | 0.05%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $561245.89    | 0.04%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $208030.83    | 0.02%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $398079.18    | 0.03%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453544.08    | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $729528.13    | 0.06%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623435.58    | 0.05%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    545000 | PA      | $551260.50    | 0.04%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    580000 | PA      | $600725.86    | 0.05%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $461867.86    | 0.04%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    826000 | PA      | $933540.86    | 0.07%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $242867.05    | 0.02%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395317.78    | 0.03%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306076.23    | 0.02%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    703000 | PA      | $702916.24    | 0.05%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40956.06     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    372000 | PA      | $385431.32    | 0.03%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58372.29     | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139948.21    | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    234000 | PA      | $236430.42    | 0.02%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    222000 | PA      | $224789.90    | 0.02%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68049.34     | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110663.17    | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125030.46    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                      | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     99000 | PA      | $80550.01     | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    109000 | PA      | $90259.60     | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                         | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1870000 | PA      | $1936539.63   | 0.15%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    290000 | PA      | $259615.13    | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     46000 | PA      | $34067.21     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $134164.21    | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    240000 | PA      | $183173.48    | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    903000 | PA      | $904235.02    | 0.07%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     97000 | PA      | $95632.21     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    325000 | PA      | $313404.98    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    532000 | PA      | $482004.07    | 0.04%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    489000 | PA      | $497267.27    | 0.04%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    255000 | PA      | $255960.93    | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    365000 | PA      | $365992.67    | 0.03%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $75601.20     | 0.01%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    235000 | PA      | $238962.39    | 0.02%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $146446.82    | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    199000 | PA      | $139052.86    | 0.01%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212032.44    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $426022.15    | 0.03%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    673000 | PA      | $709453.28    | 0.05%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108609.43    | 0.01%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    146000 | PA      | $153215.84    | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3947000 | PA      | $4123797.22   | 0.31%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2566000 | PA      | $2596470.58   | 0.20%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $277810.15    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422638.68    | 0.03%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65632.70     | 0.01%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    129000 | PA      | $117926.67    | 0.01%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36215.42     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26323.07     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $1080254.54   | 0.08%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1767000 | PA      | $1890717.28   | 0.14%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1004000 | PA      | $1046737.45   | 0.08%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NOV INC                                        | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    142000 | PA      | $112659.63    | 0.01%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                        | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    372000 | PA      | $363152.33    | 0.03%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| NNN REIT INC                                   | NNN REIT Inc                                                                    | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7038.08      | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| NNN REIT INC                                   | NNN REIT Inc                                                                    | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     31000 | PA      | $27626.34     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                    | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     12000 | PA      | $11169.26     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     83000 | PA      | $54642.62     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     75000 | PA      | $53293.40     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $31804.86     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     25000 | PA      | $26269.93     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    238000 | PA      | $282579.50    | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    176000 | PA      | $171788.61    | 0.01%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    179000 | PA      | $154088.33    | 0.01%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4950.73      | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    392000 | PA      | $336495.94    | 0.03%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9350.12      | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41058.80     | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $222318.47    | 0.02%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $471369.66    | 0.04%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $281500.47    | 0.02%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212777.93    | 0.02%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    596000 | PA      | $626429.45    | 0.05%             | 2034-06-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204518.37    | 0.02%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205816.24    | 0.02%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                         | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $132177.41    | 0.01%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                         | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114483.45    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                         | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51651.84     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1566679.73   | 0.12%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470702.74    | 0.04%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    455000 | PA      | $478547.40    | 0.04%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    333000 | PA      | $222158.85    | 0.02%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NEVADA POWER CO                                | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    490000 | PA      | $499784.34    | 0.04%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    196000 | PA      | $189222.94    | 0.01%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43253.12     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    256000 | PA      | $233271.09    | 0.02%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                         | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12463.93     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2660722.17   | 0.20%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24417.10     | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1179222.97   | 0.09%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10119.28     | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3581000 | PA      | $3408588.71   | 0.26%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2468990.05   | 0.19%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29065.76     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263761.29    | 0.02%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82519.08     | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53839.36     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     88000 | PA      | $94259.06     | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81472.32     | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103349.77    | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83699.08     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72782.69     | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566637.41    | 0.04%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     76000 | PA      | $56977.91     | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56371.66     | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14679.88     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    233000 | PA      | $169788.95    | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48182.23     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280095.85    | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    236000 | PA      | $245288.89    | 0.02%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1092801.25   | 0.08%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124945.92    | 0.01%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    435000 | PA      | $449218.51    | 0.03%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    925000 | PA      | $938545.83    | 0.07%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338907.36    | 0.03%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78773.42     | 0.01%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                      | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    138000 | PA      | $148345.53    | 0.01%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                      | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   1835000 | PA      | $1835887.61   | 0.14%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    740000 | PA      | $704678.88    | 0.05%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    407000 | PA      | $376650.93    | 0.03%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    452000 | PA      | $409425.70    | 0.03%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    735000 | PA      | $698415.53    | 0.05%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    161000 | PA      | $157708.31    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $182210.84    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    306000 | PA      | $292450.75    | 0.02%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $57382.02     | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203617.90    | 0.02%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $253095.92    | 0.02%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $217717.86    | 0.02%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $219589.54    | 0.02%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $217447.48    | 0.02%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $239795.43    | 0.02%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203623.74    | 0.02%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207968.99    | 0.02%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    233000 | PA      | $222407.18    | 0.02%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    183000 | PA      | $154724.65    | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    148000 | PA      | $130616.24    | 0.01%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    123000 | PA      | $110779.39    | 0.01%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    380000 | PA      | $302166.52    | 0.02%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    334000 | PA      | $269345.14    | 0.02%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    243000 | PA      | $201727.18    | 0.02%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333797.29    | 0.03%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53235.16     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    131000 | PA      | $106973.78    | 0.01%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    174000 | PA      | $125149.57    | 0.01%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    163000 | PA      | $154026.44    | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    220000 | PA      | $145444.57    | 0.01%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    148000 | PA      | $105368.31    | 0.01%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    220000 | PA      | $141863.10    | 0.01%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62930.54     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                        | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1035833.67   | 0.08%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    529000 | PA      | $527214.28    | 0.04%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1254289.48   | 0.10%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47490.01     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41211.30     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79073.47     | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    493000 | PA      | $453267.02    | 0.03%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    767000 | PA      | $781827.97    | 0.06%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    732000 | PA      | $699132.25    | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| NORTHWEST NATURAL HOLDI                        | Northwest Natural Holding Co                                                    | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25964.06     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                         | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24948.35     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    246000 | PA      | $223203.17    | 0.02%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    255000 | PA      | $216787.08    | 0.02%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9261.86      | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    542000 | PA      | $355680.99    | 0.03%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698200.66    | 0.05%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164814.45    | 0.01%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1480327.30   | 0.11%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    595000 | PA      | $541525.49    | 0.04%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149576.75    | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    449000 | PA      | $396328.51    | 0.03%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1992742.49   | 0.15%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534265.79    | 0.04%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1211973.38   | 0.09%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    408000 | PA      | $279546.48    | 0.02%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    327000 | PA      | $289519.14    | 0.02%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    325000 | PA      | $280626.63    | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88559.86     | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154000.16    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51329.32     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    238000 | PA      | $267908.30    | 0.02%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241554.25    | 0.02%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75024.62     | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108467.73    | 0.01%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    472000 | PA      | $298440.30    | 0.02%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2070061.16   | 0.16%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1553329.68   | 0.12%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $98699.92     | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $68160.33     | 0.01%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    557000 | PA      | $519839.30    | 0.04%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $68772.49     | 0.01%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $66070.60     | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    221000 | PA      | $210582.90    | 0.02%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $97959.63     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $98800.37     | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $85377.58     | 0.01%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $177321.18    | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $197072.61    | 0.02%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     57000 | PA      | $57348.22     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48931.94     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    116000 | PA      | $92255.47     | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $287494.17    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $80500.15     | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    410000 | PA      | $437796.64    | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     82000 | PA      | $97276.96     | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174097.66    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    228000 | PA      | $237477.68    | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    214000 | PA      | $230422.85    | 0.02%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    144000 | PA      | $152332.39    | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123541.07    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                 | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $155850.23    | 0.01%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $167091.52    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    268000 | PA      | $209116.59    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $481791.78    | 0.04%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    834000 | PA      | $522587.68    | 0.04%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285864.79    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    585000 | PA      | $612579.23    | 0.05%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                              | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15741.30     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    250000 | PA      | $241308.11    | 0.02%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    167000 | PA      | $156064.55    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    334000 | PA      | $297686.69    | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     87000 | PA      | $100567.88    | 0.01%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $6065.46      | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15174.33     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44598.42     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63885.68     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    378000 | PA      | $301924.49    | 0.02%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    227000 | PA      | $178510.36    | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    266000 | PA      | $216932.03    | 0.02%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12583.67     | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    377000 | PA      | $290865.53    | 0.02%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    518000 | PA      | $351439.77    | 0.03%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53215.29     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $367081.83    | 0.03%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85182.31     | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159385.54    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    332000 | PA      | $328851.78    | 0.03%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35704.97     | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35963.07     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125139.41    | 0.01%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    213000 | PA      | $184845.48    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1695231.81   | 0.13%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644808.67    | 0.05%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    965000 | PA      | $995871.59    | 0.08%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210873.76    | 0.02%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543961.87    | 0.04%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $86045.95     | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    582000 | PA      | $587023.88    | 0.04%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $481133.67    | 0.04%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    272000 | PA      | $262955.47    | 0.02%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35002.69     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    233000 | PA      | $221626.86    | 0.02%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50946.00     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $343823.45    | 0.03%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49938.88     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    348000 | PA      | $373289.44    | 0.03%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244309.96    | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73902.31     | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    493000 | PA      | $526647.42    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158696.59    | 0.01%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237874.66    | 0.02%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39573.81     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     82000 | PA      | $65383.94     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62916.37     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90217.39     | 0.01%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $102751.18    | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    870000 | PA      | $866174.16    | 0.07%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $396198.01    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129048.70    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    825000 | PA      | $850054.94    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    648000 | PA      | $670480.59    | 0.05%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115905.26    | 0.01%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126799.98    | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396151.34    | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    312000 | PA      | $342245.65    | 0.03%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    268000 | PA      | $297547.48    | 0.02%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113789.45    | 0.01%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    271000 | PA      | $278462.91    | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    399000 | PA      | $418504.29    | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298009.87    | 0.02%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $476215.00    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $509977.09    | 0.04%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $208797.29    | 0.02%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    192000 | PA      | $180385.54    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    402000 | PA      | $355922.89    | 0.03%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    431000 | PA      | $325510.12    | 0.02%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    447000 | PA      | $326959.56    | 0.02%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    369000 | PA      | $318033.61    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    726000 | PA      | $530531.56    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    197000 | PA      | $164125.57    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    545000 | PA      | $397576.59    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88410.35     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $169794.99    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    690000 | PA      | $456633.12    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    762000 | PA      | $497851.24    | 0.04%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    619000 | PA      | $430959.98    | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    314000 | PA      | $212003.39    | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $445868.45    | 0.03%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    445000 | PA      | $462058.67    | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235753.60    | 0.02%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    211000 | PA      | $184983.48    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137969.27    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $453377.83    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    535000 | PA      | $452472.19    | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232218.11    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125602.38    | 0.01%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $947650.15    | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372388.98    | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    221000 | PA      | $220095.92    | 0.02%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $77910.85     | 0.01%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     61000 | PA      | $60629.41     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     74000 | PA      | $66628.78     | 0.01%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $219230.90    | 0.02%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    145000 | PA      | $150668.64    | 0.01%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| OSHKOSH CORP                                   | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1231706.74   | 0.09%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                   | Oshkosh Corp                                                                    | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1277466.29   | 0.10%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     89000 | PA      | $63870.23     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56748.40     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218352.89    | 0.02%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    179000 | PA      | $189719.99    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10743.97     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    293000 | PA      | $336524.51    | 0.03%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    167000 | PA      | $137546.87    | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    124000 | PA      | $102969.03    | 0.01%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456691.51    | 0.03%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45917.92     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142517.81    | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                  | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374493.94    | 0.03%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    126000 | PA      | $137622.91    | 0.01%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    323000 | PA      | $275718.41    | 0.02%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    365000 | PA      | $283904.22    | 0.02%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    377000 | PA      | $301909.92    | 0.02%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    588000 | PA      | $395095.58    | 0.03%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62990.18     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    105000 | PA      | $66813.45     | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91814.85     | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    650000 | PA      | $627608.53    | 0.05%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177122.72    | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305709.85    | 0.02%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    577000 | PA      | $570716.08    | 0.04%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    334000 | PA      | $329061.86    | 0.03%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    181000 | PA      | $170617.87    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    246000 | PA      | $244589.36    | 0.02%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    465000 | PA      | $503411.25    | 0.04%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    435000 | PA      | $446582.24    | 0.03%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    394000 | PA      | $408422.18    | 0.03%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    230000 | PA      | $248221.72    | 0.02%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $465865.06    | 0.04%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    405000 | PA      | $428586.46    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $676906.56    | 0.05%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137819.43    | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279812.63    | 0.02%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278412.72    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261301.21    | 0.02%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145101.76    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189031.37    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55841.78     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68715.46     | 0.01%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150342.12    | 0.01%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    162000 | PA      | $180484.47    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77068.26     | 0.01%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    112000 | PA      | $91461.42     | 0.01%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    364000 | PA      | $304126.92    | 0.02%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    248000 | PA      | $168120.08    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    501000 | PA      | $517042.32    | 0.04%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    610000 | PA      | $596784.96    | 0.05%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255280.90    | 0.02%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    661000 | PA      | $651506.99    | 0.05%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251516.81    | 0.02%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100628.09    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    132000 | PA      | $112102.10    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98560.69     | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    183000 | PA      | $147403.20    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68963.39     | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $143321.78    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $584974.83    | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34908.58     | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    685000 | PA      | $590646.15    | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    429000 | PA      | $377245.73    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83077.08     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131799.70    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    541000 | PA      | $480153.22    | 0.04%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    594000 | PA      | $624245.78    | 0.05%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    528000 | PA      | $572349.48    | 0.04%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    439000 | PA      | $467702.22    | 0.04%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16102.02     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107469.19    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75820.56     | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201077.26    | 0.02%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                       | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11256.21     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    554000 | PA      | $615016.91    | 0.05%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53002.71     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71234.42     | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    227000 | PA      | $185371.73    | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     72000 | PA      | $81184.78     | 0.01%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69535.18     | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63400.86     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                    | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15757.25     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162870.65    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    132000 | PA      | $122298.51    | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    281000 | PA      | $195530.50    | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65971.35     | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    199000 | PA      | $186232.51    | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PENTAIR FINANCE SARL                           | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    981000 | PA      | $988010.62    | 0.08%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                           | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |   1340000 | PA      | $1425878.99   | 0.11%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    134000 | PA      | $141947.47    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    199000 | PA      | $196259.78    | 0.01%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100578.06    | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    302000 | PA      | $271513.65    | 0.02%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     83000 | PA      | $69275.00     | 0.01%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1621833.02   | 0.12%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31724.74     | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1179488.03   | 0.09%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    135000 | PA      | $99671.10     | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    140000 | PA      | $94392.19     | 0.01%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199816.22    | 0.02%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     88000 | PA      | $75109.83     | 0.01%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    265000 | PA      | $204355.49    | 0.02%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69808.58     | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    214000 | PA      | $194172.82    | 0.01%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    115000 | PA      | $73924.67     | 0.01%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102697.41    | 0.01%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49536.73     | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                    | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53076.93     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                    | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    640000 | PA      | $579159.40    | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                    | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    201000 | PA      | $144630.00    | 0.01%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                    | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    805000 | PA      | $710503.86    | 0.05%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    836000 | PA      | $852623.34    | 0.07%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    912000 | PA      | $883484.81    | 0.07%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1278000 | PA      | $1214332.81   | 0.09%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    242000 | PA      | $293242.32    | 0.02%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31704.17     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94738.05     | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    251000 | PA      | $210810.33    | 0.02%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    242000 | PA      | $204052.47    | 0.02%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    343000 | PA      | $279872.74    | 0.02%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    688000 | PA      | $439527.54    | 0.03%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    312000 | PA      | $316738.16    | 0.02%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    303000 | PA      | $298406.72    | 0.02%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    467000 | PA      | $415028.82    | 0.03%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165244.91    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    104000 | PA      | $69129.60     | 0.01%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    385000 | PA      | $398529.29    | 0.03%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152807.00    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139792.25    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10002.50     | 0.00%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                     | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     70000 | PA      | $70070.54     | 0.01%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                     | DOC DR LLC                                                                      | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     99000 | PA      | $98458.84     | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                     | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     80000 | PA      | $71981.19     | 0.01%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $130014.69    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    590000 | PA      | $536848.59    | 0.04%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    243000 | PA      | $220760.53    | 0.02%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52318.05     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61399.51     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     57000 | PA      | $52232.71     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     17000 | PA      | $14565.55     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    226000 | PA      | $247499.55    | 0.02%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54002.56     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $134991.42    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                              | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42803.22     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    208000 | PA      | $235849.49    | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    640000 | PA      | $549164.13    | 0.04%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46589.34     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187958.29    | 0.01%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    148000 | PA      | $161867.73    | 0.01%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    132000 | PA      | $120865.77    | 0.01%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    153000 | PA      | $133862.66    | 0.01%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    172000 | PA      | $147229.44    | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    127000 | PA      | $124976.63    | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    159000 | PA      | $175329.81    | 0.01%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    465000 | PA      | $508696.22    | 0.04%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1274723.51   | 0.10%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136309.80    | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89003.14     | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53083.96     | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21796.86     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7787.29      | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230076.01    | 0.02%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74944.61     | 0.01%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74793.19     | 0.01%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1125630.54   | 0.09%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     85000 | PA      | $94767.41     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    132000 | PA      | $117170.04    | 0.01%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60133.11     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63011.08     | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    217000 | PA      | $183171.20    | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    167000 | PA      | $141626.01    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65168.52     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $980456.77    | 0.07%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    161000 | PA      | $129343.20    | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101987.11    | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103018.53    | 0.01%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    196000 | PA      | $195792.41    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    195000 | PA      | $166692.54    | 0.01%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    111000 | PA      | $112085.82    | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     88000 | PA      | $81697.84     | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     88000 | PA      | $85945.58     | 0.01%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    248000 | PA      | $166202.69    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    120000 | PA      | $66046.03     | 0.01%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    235000 | PA      | $238060.15    | 0.02%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    335000 | PA      | $340134.74    | 0.03%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      5000 | PA      | $4824.99      | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     35000 | PA      | $35829.44     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    134000 | PA      | $138270.55    | 0.01%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    300000 | PA      | $289382.71    | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    340000 | PA      | $352735.21    | 0.03%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    518000 | PA      | $511205.61    | 0.04%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    186000 | PA      | $148934.46    | 0.01%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    364000 | PA      | $287554.54    | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78799.54     | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176690.02    | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232891.16    | 0.02%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326191.89    | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92506.54     | 0.01%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $273690.85    | 0.02%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    261000 | PA      | $282590.20    | 0.02%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $246004.75    | 0.02%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    258000 | PA      | $295611.34    | 0.02%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    201000 | PA      | $232395.38    | 0.02%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    252000 | PA      | $226312.53    | 0.02%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224922.41    | 0.02%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     77000 | PA      | $66192.29     | 0.01%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    251000 | PA      | $211893.96    | 0.02%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    385000 | PA      | $291470.39    | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    407000 | PA      | $378021.69    | 0.03%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43205.94     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216248.18    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                        | Prudential Funding Asia PLC                                                     | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    194000 | PA      | $186174.68    | 0.01%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FUNDING ASIA                        | Prudential Funding Asia PLC                                                     | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    517000 | PA      | $492337.90    | 0.04%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    835000 | PA      | $626801.29    | 0.05%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113801.53    | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    567000 | PA      | $510569.39    | 0.04%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335786.18    | 0.03%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75796.64     | 0.01%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    108000 | PA      | $116851.79    | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129604.24    | 0.01%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    131000 | PA      | $111996.69    | 0.01%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $175823.13    | 0.01%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    155000 | PA      | $128035.03    | 0.01%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    352000 | PA      | $282738.66    | 0.02%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $160974.09    | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112524.02    | 0.01%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    236000 | PA      | $194355.73    | 0.01%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69451.06     | 0.01%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39033.21     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    343000 | PA      | $270688.58    | 0.02%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    292000 | PA      | $205482.48    | 0.02%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96126.77     | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    394000 | PA      | $274113.83    | 0.02%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45911.23     | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77909.23     | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94696.64     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97782.24     | 0.01%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35879.94     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315766.23    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $1853643.59   | 0.14%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1411925.55   | 0.11%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325109.66    | 0.02%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56690.12     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    896000 | PA      | $933751.82    | 0.07%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56354.29     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113850.24    | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    265000 | PA      | $236705.85    | 0.02%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     55000 | PA      | $49827.98     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $110156.27    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $145133.51    | 0.01%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $142796.62    | 0.01%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| QORVO INC                                      | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54159.58     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151536.96    | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    221000 | PA      | $205882.05    | 0.02%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $235188.43    | 0.02%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202646.29    | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    185000 | PA      | $198797.70    | 0.02%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    604000 | PA      | $567563.35    | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    485000 | PA      | $429275.78    | 0.03%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    181000 | PA      | $135644.96    | 0.01%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75794.63     | 0.01%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77629.27     | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    216000 | PA      | $198141.13    | 0.02%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582415.62    | 0.04%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    903000 | PA      | $856298.29    | 0.07%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    933000 | PA      | $862832.35    | 0.07%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40738.43     | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122400.63    | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1838748.30   | 0.14%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2239560.57   | 0.17%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97072.14     | 0.01%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                               | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259866.77    | 0.02%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                          | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59766.32     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                          | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15890.36     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                          | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51711.46     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                               | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85256.78     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    259000 | PA      | $239188.95    | 0.02%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    272000 | PA      | $278012.72    | 0.02%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    170000 | PA      | $127473.89    | 0.01%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44777.56     | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54372.92     | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    460000 | PA      | $314621.56    | 0.02%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    957000 | PA      | $882636.43    | 0.07%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116515.61    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    122000 | PA      | $114759.68    | 0.01%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55932.24     | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    192000 | PA      | $122231.12    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     54000 | PA      | $35830.44     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5249.54      | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59467.94     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33117.63     | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33632.01     | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     35000 | PA      | $34800.40     | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    115000 | PA      | $109594.00    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    185000 | PA      | $154294.87    | 0.01%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    310000 | PA      | $278780.94    | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    380000 | PA      | $404681.51    | 0.03%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     95000 | PA      | $96664.98     | 0.01%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     63000 | PA      | $62643.63     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    158000 | PA      | $136605.49    | 0.01%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     55000 | PA      | $55086.39     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    117000 | PA      | $103449.18    | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    114000 | PA      | $109309.98    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     45000 | PA      | $45838.43     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                             | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     35000 | PA      | $35997.52     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    241000 | PA      | $151275.98    | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                   | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    253000 | PA      | $276278.22    | 0.02%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    122000 | PA      | $141251.60    | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197772.22    | 0.02%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90069.44     | 0.01%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53513.65     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61743.27     | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                       | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5253.38      | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22302.14     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31498.73     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    358000 | PA      | $247490.06    | 0.02%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43905.58     | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                        | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     35000 | PA      | $35346.67     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $43175.71     | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    231000 | PA      | $233212.01    | 0.02%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    221000 | PA      | $139126.11    | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    187000 | PA      | $176818.56    | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $104451.54    | 0.01%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    143000 | PA      | $135509.50    | 0.01%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $41369.08     | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $276882.49    | 0.02%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68948.28     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    112000 | PA      | $94949.70     | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    205000 | PA      | $121783.45    | 0.01%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    259000 | PA      | $302862.49    | 0.02%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $105845.11    | 0.01%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $167421.21    | 0.01%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    282000 | PA      | $256393.79    | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $235586.98    | 0.02%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $165585.59    | 0.01%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $156658.09    | 0.01%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    204000 | PA      | $165728.95    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5737.50      | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    619000 | PA      | $629491.40    | 0.05%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    499000 | PA      | $501739.51    | 0.04%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    301000 | PA      | $296622.34    | 0.02%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $993232.38    | 0.08%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $288504.06    | 0.02%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $151060.30    | 0.01%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $256600.13    | 0.02%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51951.23     | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $496111.86    | 0.04%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $589412.50    | 0.05%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $516842.24    | 0.04%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $392265.96    | 0.03%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    417000 | PA      | $438045.47    | 0.03%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30757.33     | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151348.49    | 0.01%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $179605.17    | 0.01%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152353.84    | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299528.39    | 0.02%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299786.06    | 0.02%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                             | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |   1801000 | PA      | $2114361.39   | 0.16%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78432.51     | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    309000 | PA      | $217246.21    | 0.02%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    167000 | PA      | $112493.26    | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $35992.24     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $119922.47    | 0.01%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $65609.88     | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    441000 | PA      | $436066.97    | 0.03%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118180.16    | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63193.61     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465174.59    | 0.04%             | 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        |   1123000 | PA      | $1154097.79   | 0.09%             | 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        |    530000 | PA      | $562082.48    | 0.04%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    608000 | PA      | $681696.77    | 0.05%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139889.28    | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583198.44    | 0.04%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    297000 | PA      | $310310.35    | 0.02%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594043.78    | 0.05%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35778.42     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    535000 | PA      | $549798.64    | 0.04%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86933.31     | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74904.89     | 0.01%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61319.58     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    408000 | PA      | $292905.62    | 0.02%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $363770.16    | 0.03%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65136.30     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    629000 | PA      | $632720.03    | 0.05%             | 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        |    504000 | PA      | $504951.41    | 0.04%             | 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        |    161000 | PA      | $162000.62    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     73000 | PA      | $71347.96     | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    121000 | PA      | $110725.07    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    174000 | PA      | $201883.54    | 0.02%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   4896000 | PA      | $4893449.97   | 0.37%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    434000 | PA      | $281740.19    | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    127000 | PA      | $137419.19    | 0.01%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    227000 | PA      | $209520.56    | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    183000 | PA      | $140872.16    | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    194000 | PA      | $157500.05    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    216000 | PA      | $174014.47    | 0.01%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    429000 | PA      | $301104.38    | 0.02%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    133000 | PA      | $86455.75     | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107492.09    | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    490000 | PA      | $497643.19    | 0.04%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    196000 | PA      | $191810.50    | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $400909.51    | 0.03%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    404000 | PA      | $369908.79    | 0.03%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $411743.10    | 0.03%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    262000 | PA      | $241132.28    | 0.02%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    464000 | PA      | $455006.15    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $177804.38    | 0.01%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101442.29    | 0.01%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104673.70    | 0.01%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200250.87    | 0.02%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $419333.92    | 0.03%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1135273.20   | 0.09%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    860000 | PA      | $842657.82    | 0.06%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    157000 | PA      | $163633.83    | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38707.04     | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    345000 | PA      | $387212.56    | 0.03%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    241000 | PA      | $251723.52    | 0.02%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    465000 | PA      | $499187.66    | 0.04%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76739.44     | 0.01%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158177.30    | 0.01%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336553.17    | 0.03%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    302000 | PA      | $344590.69    | 0.03%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    172000 | PA      | $199156.56    | 0.02%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                        | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    494000 | PA      | $464413.47    | 0.04%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87775.66     | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50155.10     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4871.69      | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107515.64    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120050.55    | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140695.40    | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188495.08    | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $390653.01    | 0.03%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53710.88     | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $251318.32    | 0.02%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                       | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148584.54    | 0.01%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| SELECTIVE INSURANCE GROU                       | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73366.03     | 0.01%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    323000 | PA      | $340240.88    | 0.03%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19704.74     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231434.26    | 0.02%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    411000 | PA      | $355632.30    | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    474000 | PA      | $366680.53    | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    247000 | PA      | $240764.27    | 0.02%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94370.82     | 0.01%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30304.23     | 0.00%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10126.87     | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101969.74    | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| SERVICENOW INC                                 | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1742449.68   | 0.13%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    587000 | PA      | $656540.09    | 0.05%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $260715.13    | 0.02%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $13220.97     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     85000 | PA      | $70058.59     | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $237826.12    | 0.02%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $27871.42     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $368890.79    | 0.03%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $271562.71    | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607000 | PA      | $588021.10    | 0.04%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $268502.08    | 0.02%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54291.56     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    162000 | PA      | $141053.32    | 0.01%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84261.01     | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    473000 | PA      | $410442.62    | 0.03%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59448.50     | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     86000 | PA      | $65778.53     | 0.01%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166280.68    | 0.01%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52155.23     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76870.34     | 0.01%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    218000 | PA      | $252497.98    | 0.02%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139541.36    | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119820.49    | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    156000 | PA      | $131661.32    | 0.01%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    245000 | PA      | $231523.29    | 0.02%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    301000 | PA      | $210693.57    | 0.02%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     41000 | PA      | $31253.57     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     30000 | PA      | $28158.26     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    130000 | PA      | $117600.70    | 0.01%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    240000 | PA      | $211848.26    | 0.02%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     70000 | PA      | $63215.71     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    353000 | PA      | $373657.14    | 0.03%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    523000 | PA      | $470200.89    | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                             | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    111000 | PA      | $115866.74    | 0.01%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    222000 | PA      | $210633.64    | 0.02%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    137000 | PA      | $116170.08    | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39537.31     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18601.32     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38089.40     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43511.11     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    385000 | PA      | $424264.47    | 0.03%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMURFIT KAPPA TREASURY                         | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $270370.02    | 0.02%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                    | Snap-on Inc                                                                     | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39635.64     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                    | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12595.98     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| SNAP-ON INC                                    | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10436.60     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125445.48    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144697.40    | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                             | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117221.35    | 0.01%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                             | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36958.72     | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    256000 | PA      | $269891.69    | 0.02%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342799.58    | 0.03%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126934.35    | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145712.23    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    162000 | PA      | $165051.57    | 0.01%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80887.82     | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139000.21    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77031.64     | 0.01%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110375.09    | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    198000 | PA      | $175850.63    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    166000 | PA      | $134410.06    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    157000 | PA      | $122726.36    | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    182000 | PA      | $157156.04    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    228000 | PA      | $166980.73    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    368000 | PA      | $282588.97    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70959.36     | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    304000 | PA      | $235953.24    | 0.02%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91448.38     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     86000 | PA      | $73803.33     | 0.01%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    407000 | PA      | $287913.47    | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67930.27     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46688.94     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     88000 | PA      | $61783.16     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    470000 | PA      | $318570.53    | 0.02%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26635.84     | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    118000 | PA      | $111699.52    | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28314.09     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    324000 | PA      | $310119.29    | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51032.74     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132992.75    | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51332.35     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364395.93    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89302.28     | 0.01%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    264000 | PA      | $214620.73    | 0.02%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    276000 | PA      | $230421.84    | 0.02%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    295000 | PA      | $229379.92    | 0.02%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34881.93     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167643.80    | 0.01%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                           | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    199000 | PA      | $236262.67    | 0.02%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                           | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    126000 | PA      | $142972.20    | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                           | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87118.65     | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                           | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262960.67    | 0.02%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                             | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    174000 | PA      | $134349.09    | 0.01%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST GAS CORP                             | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34676.34     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                             | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    166000 | PA      | $134761.94    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                             | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62687.63     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    253000 | PA      | $257805.16    | 0.02%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    296000 | PA      | $254628.49    | 0.02%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                             | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    470000 | PA      | $326093.61    | 0.02%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                             | Spire Missouri Inc                                                              | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274236.29    | 0.02%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    270000 | PA      | $328726.09    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31951.24     | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    104000 | PA      | $88864.46     | 0.01%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    190000 | PA      | $145365.27    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4949.75      | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    302000 | PA      | $256771.95    | 0.02%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    218000 | PA      | $183827.85    | 0.01%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56377.58     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    160000 | PA      | $111795.21    | 0.01%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    309000 | PA      | $220666.90    | 0.02%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    498000 | PA      | $500613.07    | 0.04%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9061.69      | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101818.06    | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46822.81     | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43534.65     | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112310.77    | 0.01%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494619.95    | 0.04%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40328.60     | 0.00%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149535.32    | 0.01%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125356.24    | 0.01%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44485.84     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    141000 | PA      | $97856.05     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31245.14     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133552.87    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86491.31     | 0.01%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149639.31    | 0.01%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   1406000 | PA      | $1295125.82   | 0.10%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    402000 | PA      | $300879.20    | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                       | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $942758.78    | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                              | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     25000 | PA      | $25057.27     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                              | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    115000 | PA      | $101725.75    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    104000 | PA      | $89849.70     | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    152000 | PA      | $134286.18    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    256000 | PA      | $231815.88    | 0.02%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    128000 | PA      | $86012.88     | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    188000 | PA      | $186912.87    | 0.01%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $203184.94    | 0.02%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $301687.11    | 0.02%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    581000 | PA      | $576377.04    | 0.04%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     71000 | PA      | $71041.33     | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    698000 | PA      | $704218.67    | 0.05%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    602000 | PA      | $579215.45    | 0.04%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    145000 | PA      | $137803.92    | 0.01%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    790000 | PA      | $746460.45    | 0.06%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $821046.57    | 0.06%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    745000 | PA      | $655678.82    | 0.05%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $396604.98    | 0.03%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $312016.07    | 0.02%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     35000 | PA      | $33414.91     | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $616283.49    | 0.05%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208844.80    | 0.02%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $347307.64    | 0.03%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $402495.58    | 0.03%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $490174.28    | 0.04%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    135000 | PA      | $140271.03    | 0.01%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $667453.10    | 0.05%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1155000 | PA      | $1224975.54   | 0.09%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208003.70    | 0.02%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210371.67    | 0.02%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $235092.93    | 0.02%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $61927.47     | 0.00%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                        | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     65000 | PA      | $63526.29     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72819.45     | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    463000 | PA      | $476911.76    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    452000 | PA      | $453461.38    | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    344000 | PA      | $323832.71    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    277000 | PA      | $247671.23    | 0.02%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                   | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107310.08    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    790000 | PA      | $809807.11    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1262078.40   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321010.89    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    907000 | PA      | $899464.66    | 0.07%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    629000 | PA      | $639117.55    | 0.05%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    219000 | PA      | $195914.90    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228606.47    | 0.02%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462442.49    | 0.04%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1331390.48   | 0.10%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41663.66     | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    148000 | PA      | $135664.17    | 0.01%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62715.46     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    104000 | PA      | $89572.87     | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $147786.08    | 0.01%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    132000 | PA      | $122957.36    | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    177000 | PA      | $187902.11    | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     92000 | PA      | $103436.57    | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    365000 | PA      | $405939.66    | 0.03%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    286000 | PA      | $284823.46    | 0.02%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14923.83     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    219000 | PA      | $192747.08    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254761.22    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    818000 | PA      | $688124.30    | 0.05%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    537000 | PA      | $528831.28    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $158156.81    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    711000 | PA      | $484937.37    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57251.75     | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    530000 | PA      | $493081.74    | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389911.44    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    675000 | PA      | $647388.71    | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    624000 | PA      | $425655.02    | 0.03%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    620000 | PA      | $425425.83    | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107831.13    | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222305.32    | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    221000 | PA      | $222680.57    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    436000 | PA      | $399185.41    | 0.03%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16388.53     | 0.00%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    317000 | PA      | $245499.67    | 0.02%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154815.96    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133688.73    | 0.01%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302644.02    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277977.50    | 0.02%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $133194.44    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    536000 | PA      | $364958.04    | 0.03%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    457000 | PA      | $298966.11    | 0.02%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204591.62    | 0.02%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $225841.23    | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18029.15     | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $262299.79    | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                           | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     15000 | PA      | $14900.23     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                   | Tapestry Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41102.46     | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                   | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353829.21    | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162352.46    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | 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        |    298000 | PA      | $303340.63    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $281466.56    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $382440.54    | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $435349.09    | 0.03%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    317000 | PA      | $363975.15    | 0.03%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $217930.47    | 0.02%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    435000 | PA      | $372112.09    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    411000 | PA      | $318720.46    | 0.02%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29575.36     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    202000 | PA      | $198379.64    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    101000 | PA      | $94621.20     | 0.01%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    261000 | PA      | $263865.80    | 0.02%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    372000 | PA      | $356564.24    | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $175592.74    | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69655.37     | 0.01%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    198000 | PA      | $209019.90    | 0.02%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    449000 | PA      | $493431.01    | 0.04%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82075.17     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282482.82    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186066.90    | 0.01%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214088.93    | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232348.89    | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175607.51    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176856.47    | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51071.96     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    277000 | PA      | $265635.15    | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1804502.82   | 0.14%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                           | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    421000 | PA      | $484911.86    | 0.04%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    619000 | PA      | $698461.78    | 0.05%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    332000 | PA      | $331429.01    | 0.03%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    489000 | PA      | $435988.10    | 0.03%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: —       |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     65000 | PA      | $59887.91     | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    203000 | PA      | $172602.07    | 0.01%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    165000 | PA      | $152180.86    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   1012000 | PA      | $995592.54    | 0.08%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    821000 | PA      | $814975.89    | 0.06%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17264.89     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $183556.94    | 0.01%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $113268.84    | 0.01%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $173357.03    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                       | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    504000 | PA      | $568648.70    | 0.04%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    663000 | PA      | $654524.33    | 0.05%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    444000 | PA      | $372080.60    | 0.03%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    133000 | PA      | $120061.76    | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $955343.99    | 0.07%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    884000 | PA      | $804557.53    | 0.06%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    735000 | PA      | $654221.93    | 0.05%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    333000 | PA      | $208746.24    | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    532000 | PA      | $513108.59    | 0.04%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    844000 | PA      | $857741.83    | 0.07%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238229.11    | 0.02%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378621.92    | 0.03%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    715000 | PA      | $738286.44    | 0.06%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19227.61     | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148018.16    | 0.01%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139964.19    | 0.01%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| TEXTRON INC                                    | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9940.59      | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25645.75     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413398.14    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134112.27    | 0.01%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    302000 | PA      | $255833.60    | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41494.03     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10430.69     | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30546.12     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    585000 | PA      | $626343.46    | 0.05%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2744472.69   | 0.21%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1256922.94   | 0.10%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    348000 | PA      | $327907.84    | 0.03%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    638000 | PA      | $610825.75    | 0.05%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97442.30     | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1055615.34   | 0.08%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $301293.77    | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321996.82    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    318000 | PA      | $338296.19    | 0.03%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    351000 | PA      | $356523.91    | 0.03%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    268000 | PA      | $248975.52    | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $179808.43    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                          | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $269579.38    | 0.02%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                         | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $358482.83    | 0.03%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    566000 | PA      | $506838.71    | 0.04%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $81511.76     | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $280557.83    | 0.02%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $347911.75    | 0.03%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $260847.38    | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $331888.72    | 0.03%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101306.19    | 0.01%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    321000 | PA      | $329982.93    | 0.03%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153745.13    | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202625.30    | 0.02%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101138.59    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $151380.06    | 0.01%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    248000 | PA      | $248453.65    | 0.02%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     86000 | PA      | $84700.17     | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $248384.32    | 0.02%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    263000 | PA      | $191442.68    | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    662000 | PA      | $453121.42    | 0.03%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    602000 | PA      | $401113.71    | 0.03%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                         | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     97000 | PA      | $74094.37     | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $287384.44    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    529000 | PA      | $521896.42    | 0.04%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    382000 | PA      | $380127.37    | 0.03%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $40611.49     | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $38488.49     | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $196612.06    | 0.02%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     23000 | PA      | $22953.94     | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                              | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1690890.66   | 0.13%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                              | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1549782.17   | 0.12%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74298.44     | 0.01%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223128.62    | 0.02%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56496.53     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30825.41     | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31513.42     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397633.58    | 0.03%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                             | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1225000 | PA      | $1281477.82   | 0.10%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                             | Trane Technologies Financing Ltd                                                | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    610000 | PA      | $630325.62    | 0.05%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                         | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12728.30     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    322000 | PA      | $387284.50    | 0.03%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $201158.40    | 0.02%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $128443.13    | 0.01%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $225195.02    | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $399083.85    | 0.03%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $201258.61    | 0.02%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    383000 | PA      | $375696.73    | 0.03%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $112291.01    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    212000 | PA      | $199269.44    | 0.02%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    143000 | PA      | $141674.63    | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87859.83     | 0.01%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93049.51     | 0.01%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $52929.89     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $163660.43    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    173000 | PA      | $135189.12    | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    266000 | PA      | $298023.53    | 0.02%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    313000 | PA      | $321311.00    | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177525.34    | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    174000 | PA      | $151024.17    | 0.01%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    121000 | PA      | $96379.16     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    253000 | PA      | $208458.56    | 0.02%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    262000 | PA      | $215682.74    | 0.02%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    165000 | PA      | $136105.11    | 0.01%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     59000 | PA      | $36428.09     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                        | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    262000 | PA      | $296551.27    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TRIMBLE INC                                    | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    391000 | PA      | $396937.92    | 0.03%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                       | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    730000 | PA      | $659403.47    | 0.05%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55143.06     | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122605.72    | 0.01%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108863.78    | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21630.92     | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137799.98    | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    310000 | PA      | $330468.37    | 0.03%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64943.15     | 0.00%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    292000 | PA      | $308629.74    | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    661000 | PA      | $662481.58    | 0.05%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    129000 | PA      | $153078.55    | 0.01%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61447.33     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25052.31     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    178000 | PA      | $153262.67    | 0.01%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    282000 | PA      | $261232.02    | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65201.76     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                             | UBS AG/Stamford CT                                                              | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $252168.18    | 0.02%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36279.51     | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     41000 | PA      | $39402.49     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     80000 | PA      | $74294.09     | 0.01%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     33000 | PA      | $28834.06     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     15000 | PA      | $12884.46     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    260000 | PA      | $215549.81    | 0.02%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     65000 | PA      | $54432.49     | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                                   | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1060000 | PA      | $1107716.50   | 0.08%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291073.60    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49959.40     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    606000 | PA      | $665471.70    | 0.05%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402377.71    | 0.03%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329022.17    | 0.03%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    395000 | PA      | $351375.75    | 0.03%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    860000 | PA      | $760527.70    | 0.06%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    319000 | PA      | $200585.61    | 0.02%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    481000 | PA      | $501367.21    | 0.04%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101299.69    | 0.01%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30205.65     | 0.00%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86382.37     | 0.01%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    253000 | PA      | $194598.15    | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    192000 | PA      | $160458.62    | 0.01%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    235000 | PA      | $195379.86    | 0.01%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    158000 | PA      | $117317.97    | 0.01%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    366000 | PA      | $282354.99    | 0.02%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    158000 | PA      | $129047.41    | 0.01%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13461.03     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    186000 | PA      | $142203.89    | 0.01%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    243000 | PA      | $211937.93    | 0.02%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5007.20      | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    243000 | PA      | $204551.56    | 0.02%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17259.89     | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    273000 | PA      | $207659.00    | 0.02%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    331000 | PA      | $244900.19    | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    469000 | PA      | $331160.29    | 0.03%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $135167.74    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    247000 | PA      | $147864.22    | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    216000 | PA      | $152256.43    | 0.01%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    109000 | PA      | $75301.99     | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $104549.63    | 0.01%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    234000 | PA      | $169620.46    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    122000 | PA      | $86808.63     | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207625.32    | 0.02%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    734000 | PA      | $816865.72    | 0.06%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    393000 | PA      | $383570.99    | 0.03%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    126000 | PA      | $102599.29    | 0.01%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    142000 | PA      | $106914.18    | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    420000 | PA      | $330026.77    | 0.03%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    316000 | PA      | $266010.66    | 0.02%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11826.88     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    287000 | PA      | $207088.35    | 0.02%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18999.48     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193364.00    | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112633.96    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114264.65    | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    146000 | PA      | $146189.98    | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139828.63    | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115196.91    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    206000 | PA      | $179728.97    | 0.01%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    470000 | PA      | $424476.02    | 0.03%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413099.13    | 0.03%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    590000 | PA      | $595218.64    | 0.05%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428844.72    | 0.03%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237845.66    | 0.02%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319047.71    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96596.16     | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90308.07     | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209184.09    | 0.02%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    560000 | PA      | $625726.25    | 0.05%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    265000 | PA      | $280547.53    | 0.02%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    270000 | PA      | $296621.64    | 0.02%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    335000 | PA      | $371250.94    | 0.03%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    310000 | PA      | $329025.08    | 0.03%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    849000 | PA      | $775242.02    | 0.06%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    254000 | PA      | $214961.06    | 0.02%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    227000 | PA      | $178845.24    | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    217000 | PA      | $178468.68    | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73114.57     | 0.01%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24708.78     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    507000 | PA      | $449685.63    | 0.03%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853074.64    | 0.07%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                           | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     73000 | PA      | $77992.60     | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    149000 | PA      | $160172.47    | 0.01%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    136000 | PA      | $153664.86    | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    199000 | PA      | $227627.13    | 0.02%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    268000 | PA      | $312501.82    | 0.02%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    128000 | PA      | $135194.50    | 0.01%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $149904.94    | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208561.82    | 0.02%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31340.15     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $172439.85    | 0.01%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52240.97     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    313000 | PA      | $311812.76    | 0.02%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    555000 | PA      | $506865.62    | 0.04%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    161000 | PA      | $134166.71    | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    264000 | PA      | $221448.11    | 0.02%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $139750.77    | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    186000 | PA      | $185730.90    | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $275092.27    | 0.02%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159678.03    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    269000 | PA      | $230367.69    | 0.02%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    251000 | PA      | $241114.29    | 0.02%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71789.42     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    272000 | PA      | $205783.96    | 0.02%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    349000 | PA      | $257105.40    | 0.02%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86924.05     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11372.65     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $131823.12    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $205908.81    | 0.02%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90412.42     | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    366000 | PA      | $252724.23    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265057.29    | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    560000 | PA      | $555508.13    | 0.04%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $229572.78    | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    329000 | PA      | $289398.21    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    845000 | PA      | $885941.93    | 0.07%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    307000 | PA      | $315920.44    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $298548.24    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493688.47    | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428433.14    | 0.03%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18420.82     | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64364.72     | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5149.69      | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    529000 | PA      | $541352.17    | 0.04%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246443.56    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72180.56     | 0.01%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143694.20    | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180156.48    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    730000 | PA      | $754296.36    | 0.06%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95727.14     | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    670000 | PA      | $671076.08    | 0.05%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $571529.84    | 0.04%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75266.76     | 0.01%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59402.46     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77617.67     | 0.01%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49859.70     | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    295000 | PA      | $340928.14    | 0.03%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    496000 | PA      | $553411.27    | 0.04%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     83000 | PA      | $75077.40     | 0.01%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71383.92     | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90422.99     | 0.01%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    269000 | PA      | $188595.93    | 0.01%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     89000 | PA      | $66493.62     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| VALERO ENERGY PARTNERS                         | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    226000 | PA      | $227665.93    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                         | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95153.35     | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| VALMONT INDUSTRIES INC                         | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37756.54     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    106000 | PA      | $106497.36    | 0.01%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $84872.17     | 0.01%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75810.38     | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    196000 | PA      | $197096.52    | 0.02%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    160000 | PA      | $141967.08    | 0.01%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    152000 | PA      | $144754.53    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    255000 | PA      | $259058.64    | 0.02%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    184000 | PA      | $165823.09    | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| VERALTO CORP                                   | Veralto Corp                                                                    | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    743000 | PA      | $767202.05    | 0.06%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                   | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1113033.04   | 0.08%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    196000 | PA      | $180219.25    | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    163000 | PA      | $132055.12    | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $149820.06    | 0.01%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    335000 | PA      | $371826.08    | 0.03%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    727000 | PA      | $656682.18    | 0.05%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    390000 | PA      | $350963.80    | 0.03%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    696000 | PA      | $676244.03    | 0.05%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    808000 | PA      | $763103.51    | 0.06%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341451.82    | 0.03%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    375000 | PA      | $318802.42    | 0.02%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150596.81    | 0.01%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    407000 | PA      | $392062.28    | 0.03%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    203000 | PA      | $185692.37    | 0.01%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    816000 | PA      | $829104.15    | 0.06%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    372000 | PA      | $364850.75    | 0.03%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    677000 | PA      | $671372.27    | 0.05%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31243.64     | 0.00%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26862.85     | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58582.28     | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    107000 | PA      | $83258.91     | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9996.38      | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    473000 | PA      | $299050.39    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    412000 | PA      | $246430.94    | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    817000 | PA      | $497795.74    | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    677000 | PA      | $491048.73    | 0.04%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    816000 | PA      | $566695.04    | 0.04%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    305000 | PA      | $279079.77    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    395000 | PA      | $349106.90    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75689.66     | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $155409.37    | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145001.30    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     64000 | PA      | $70920.28     | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    223000 | PA      | $219636.08    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    243000 | PA      | $255151.84    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    216000 | PA      | $163333.17    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    286000 | PA      | $257264.45    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    104000 | PA      | $84438.87     | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    274000 | PA      | $270471.56    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    205000 | PA      | $159534.17    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76401.27     | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    507000 | PA      | $339517.41    | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    402000 | PA      | $406198.74    | 0.03%             | 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        |    259000 | PA      | $262217.60    | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    370000 | PA      | $373224.40    | 0.03%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    190000 | PA      | $178533.91    | 0.01%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     10000 | PA      | $10006.34     | 0.00%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    598000 | PA      | $582933.36    | 0.04%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    608000 | PA      | $538445.53    | 0.04%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    243000 | PA      | $192682.07    | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213142.93    | 0.02%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    292000 | PA      | $161667.43    | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                     | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    796000 | PA      | $794776.25    | 0.06%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                     | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    711000 | PA      | $722942.12    | 0.06%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    586000 | PA      | $670729.87    | 0.05%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    407000 | PA      | $443848.16    | 0.03%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    282000 | PA      | $308866.73    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $293879.52    | 0.02%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30488.73     | 0.00%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99100.61     | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    558000 | PA      | $524894.43    | 0.04%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    464000 | PA      | $410255.52    | 0.03%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    211000 | PA      | $167747.37    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    208000 | PA      | $198703.50    | 0.02%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    194000 | PA      | $177521.45    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                             | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184314.24    | 0.01%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74907.79     | 0.01%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| VULCAN MATERIALS CO                            | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    112000 | PA      | $98112.10     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34889.55     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co                                                             | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51417.48     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52090.22     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                            | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127521.67    | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    117000 | PA      | $115524.32    | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    120000 | PA      | $101498.58    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                      | WRKCo Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58511.90     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| WRKCO INC                                      | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187815.27    | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WASHINGTON GAS LIGHT CO                        | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62543.95     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                        | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    357000 | PA      | $264957.56    | 0.02%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5041.15      | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14169.31     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $42222.27     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    387000 | PA      | $254961.22    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31581.72     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98710.80     | 0.01%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    201000 | PA      | $168709.12    | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    421000 | PA      | $256911.25    | 0.02%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59615.70     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                         | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    462000 | PA      | $456439.69    | 0.03%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    159000 | PA      | $170907.95    | 0.01%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    199000 | PA      | $212072.67    | 0.02%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    142000 | PA      | $155893.30    | 0.01%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    283000 | PA      | $256005.27    | 0.02%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    286000 | PA      | $258366.29    | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    214000 | PA      | $203602.58    | 0.02%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    243000 | PA      | $216334.57    | 0.02%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    915000 | PA      | $956810.64    | 0.07%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    482000 | PA      | $485541.59    | 0.04%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    367000 | PA      | $411669.16    | 0.03%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164385.94    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    402000 | PA      | $357729.87    | 0.03%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    182000 | PA      | $150424.80    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    679000 | PA      | $681911.19    | 0.05%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    564000 | PA      | $513890.01    | 0.04%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191405.81    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    273000 | PA      | $243625.52    | 0.02%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357296.07    | 0.03%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187336.59    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1288005.89   | 0.10%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    627000 | PA      | $495114.00    | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    317000 | PA      | $297902.17    | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    430000 | PA      | $426843.96    | 0.03%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1051402.42   | 0.08%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626750.74    | 0.05%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    865000 | PA      | $884487.46    | 0.07%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151985.05    | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    285000 | PA      | $301433.22    | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    285000 | PA      | $318678.90    | 0.02%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    101000 | PA      | $106263.12    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    149000 | PA      | $150155.22    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    175000 | PA      | $165463.24    | 0.01%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175432.82    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    335000 | PA      | $322235.40    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     77000 | PA      | $75933.02     | 0.01%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    170000 | PA      | $158648.26    | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    285000 | PA      | $264782.17    | 0.02%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    139000 | PA      | $130962.68    | 0.01%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    460000 | PA      | $419604.72    | 0.03%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $101283.31    | 0.01%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    125000 | PA      | $128527.19    | 0.01%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1133491.96   | 0.09%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    367000 | PA      | $336189.43    | 0.03%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77916.98     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85282.40     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    151000 | PA      | $131329.90    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126170.21    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66493.71     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    223000 | PA      | $193478.83    | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299470.48    | 0.02%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    602000 | PA      | $638791.35    | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189751.41    | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                           | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    299000 | PA      | $313995.84    | 0.02%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51622.19     | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28458.37     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    130000 | PA      | $78075.32     | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1278000 | PA      | $1271232.86   | 0.10%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    483000 | PA      | $478978.42    | 0.04%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    308000 | PA      | $303405.93    | 0.02%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    136000 | PA      | $129350.07    | 0.01%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    467000 | PA      | $422971.64    | 0.03%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    676000 | PA      | $611643.38    | 0.05%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    635000 | PA      | $659619.37    | 0.05%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                      | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4993.26      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                               | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     98000 | PA      | $112094.90    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                 | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    314000 | PA      | $330356.40    | 0.03%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    770000 | PA      | $878973.44    | 0.07%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    256000 | PA      | $253815.78    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                 | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    255000 | PA      | $252127.05    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  70024255 | NS      | $70059267.53  | 5.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    155000 | PA      | $175565.98    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    106000 | PA      | $128775.52    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85883.69     | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46896.21     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42263.23     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    213000 | PA      | $214754.28    | 0.02%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219404.58    | 0.02%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    156000 | PA      | $161187.28    | 0.01%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176941.15    | 0.01%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245731.45    | 0.02%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    418000 | PA      | $388211.68    | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39748.92     | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222389.25    | 0.02%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    302000 | PA      | $329380.71    | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154491.30    | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160577.48    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    157000 | PA      | $142764.69    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118924.01    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    151000 | PA      | $138262.33    | 0.01%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    226000 | PA      | $215245.70    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    197000 | PA      | $149514.29    | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20776.59     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263408.42    | 0.02%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                        | Wintrust Financial Corp                                                         | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118505.64    | 0.01%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1595000 | PA      | $1588547.65   | 0.12%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $196498.65    | 0.02%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    780000 | PA      | $804316.49    | 0.06%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                            | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $96397.72     | 0.01%             | 2028-05-19      | Fixed         | 4.90%                 | 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        |  20790000 | NS      | $20790000.00  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79454.31     | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    728000 | PA      | $718801.20    | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    735000 | PA      | $705759.33    | 0.05%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1602899.85   | 0.12%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1920773.30   | 0.15%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                   | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    430000 | PA      | $411258.47    | 0.03%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152342.10    | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    161000 | PA      | $141522.26    | 0.01%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    625000 | PA      | $564852.66    | 0.04%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51315.06     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52222.27     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    548000 | PA      | $508819.72    | 0.04%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1349791.44   | 0.10%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    256000 | PA      | $208695.15    | 0.02%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510062.66    | 0.04%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     91000 | PA      | $79346.31     | 0.01%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1386166.27   | 0.11%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16872.16     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1172704.51   | 0.09%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150916.71    | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    820000 | PA      | $834655.12    | 0.06%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer