# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-031727
**Filing Date:** 2026-3
**Character Count:** 489808
**Document Hash:** fff925f9fd4fed0b2712638b7b0deca2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031727.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031727

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES 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:** 26795898

**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 Systematic Bond ETF (Series ID: S000060088)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000196720 | iShares Systematic Bond ETF | SYSB            |

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2026

**iShares® Systematic 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%** |
| Omnicom Group, Inc., 4.75%, 03/30/30 | &nbsp;&nbsp;&nbsp; $325 | $328006 |
| **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** |
| Boeing Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 | &nbsp;&nbsp;&nbsp; 93 | 91885 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 286 | 277943 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 | &nbsp;&nbsp;&nbsp; 643 | 633612 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | &nbsp;&nbsp;&nbsp; 750 | 770818 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 | &nbsp;&nbsp;&nbsp; 420 | 446133 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 | &nbsp;&nbsp;&nbsp; 155 | 171468 |
| HEICO Corp., 5.25%, 08/01/28 | &nbsp;&nbsp;&nbsp; 116 | 119114 |
| TransDigm, Inc., 6.38%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 585 | 601570 |
|  |  | 3112543 |
| **Agriculture — 0.4%** | **Agriculture — 0.4%** | **Agriculture — 0.4%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 | &nbsp;&nbsp;&nbsp; 443 | 392052 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 | &nbsp;&nbsp;&nbsp; 445 | 429157 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | &nbsp;&nbsp;&nbsp; 334 | 339766 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/06/35 | &nbsp;&nbsp;&nbsp; 344 | 356973 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33 | &nbsp;&nbsp;&nbsp; 52 | 58483 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 | &nbsp;&nbsp;&nbsp; 14 | 14108 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 | &nbsp;&nbsp;&nbsp; 118 | 120361 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 359 | 372894 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 | &nbsp;&nbsp;&nbsp; 42 | 44579 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 | &nbsp;&nbsp;&nbsp; 78 | 83366 |
| &nbsp;&nbsp;&nbsp; 6.34%, 08/02/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 73 | 78899 |
| &nbsp;&nbsp;&nbsp; 6.42%, 08/02/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 450 | 494505 |
| BAT International Finance PLC, 4.45%, 03/16/28 | &nbsp;&nbsp;&nbsp; 713 | 718896 |
|  |  | 3504039 |
| **Airlines — 0.2%** | **Airlines — 0.2%** | **Airlines — 0.2%** |
| American Airlines, Inc., 7.25%, 02/15/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 540 | 549761 |
| JetBlue Airways Corp., 9.88%, 09/20/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1308 | 1313712 |
|  |  | 1863473 |
| **Apparel — 0.3%** | **Apparel — 0.3%** | **Apparel — 0.3%** |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 | &nbsp;&nbsp;&nbsp; 843 | 864218 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 | &nbsp;&nbsp;&nbsp; 406 | 414167 |
| Under Armour, Inc., 7.25%, 07/15/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 419 | 427913 |
| VF Corp., 2.95%, 04/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1007 | 918503 |
|  |  | 2624801 |
| **Auto Manufacturers — 0.5%** | **Auto Manufacturers — 0.5%** | **Auto Manufacturers — 0.5%** |
| Allison Transmission, Inc., 5.88%, 06/01/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 243018 |
| &nbsp;&nbsp;&nbsp; Aston Martin Capital Holdings Ltd., 10.00%, <br> 03/31/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1388 | 1238845 |
| New Flyer Holdings, Inc., 9.25%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 652 | 702449 |
| Nissan Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/17/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 853 | 900237 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/17/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1133 | 1209956 |
|  |  | 4294505 |
| **Auto Parts & Equipment — 0.2%** | **Auto Parts & Equipment — 0.2%** | **Auto Parts & Equipment — 0.2%** |
| BorgWarner, Inc., 4.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 155 | 158563 |
| &nbsp;&nbsp;&nbsp; Garrett Motion Holdings Inc / Garrett LX I Sarl, <br> 7.75%, 05/31/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 918 | 971892 |
| Phinia, Inc., 6.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 363 | 375243 |
|  |  | 1505698 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks — 6.3%** | **Banks — 6.3%** | **Banks — 6.3%** |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/31, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; $752 | $701042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 07/23/30, (3-mo. CME Term SOFR + <br> 1.44%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 95 | 91892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 12/20/28, (3-mo. CME Term SOFR <br> +1.30%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 825 | 816015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.56%, 04/23/27, (3-mo. CME Term SOFR + <br> 1.32%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 135 | 134857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28, (3-mo. CME Term SOFR <br> +1.63%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1020 | 1013847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 103 | 102575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/29, (3-mo. CME Term SOFR <br> +1.33%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 572 | 571153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/30, (3-mo. CME Term SOFR + <br> 1.47%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 113 | 112462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/23/29, (3-mo. CME Term SOFR <br> +1.57%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 833 | 836956 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/28, (1-day SOFR + 2.04%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 31 | 31427 |
| &nbsp;&nbsp;&nbsp; 5.82%, 09/15/29, (1-day SOFR + 1.57%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 67 | 69875 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/10/28, (1-day SOFR + 1.99%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 249 | 258369 |
| Bank of New York Mellon Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/01/29, (1-day SOFR + 1.17%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 81 | 81953 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/26/30, (1-day SOFR + 1.76%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50908 |
| &nbsp;&nbsp;&nbsp; 6.32%, 10/25/29, (1-day SOFR + 1.60%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 840 | 889737 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 4.58%, 09/08/31, (1-day SOFR Index + 1.17%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 812 | 817698 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/13/31, (1-day SOFR + 1.11%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 927 | 956596 |
| Citibank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.58%, 05/29/27 | &nbsp;&nbsp;&nbsp; 525 | 529862 |
| &nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 | &nbsp;&nbsp;&nbsp; 125 | 127948 |
| &nbsp;&nbsp;&nbsp; 5.49%, 12/04/26 | &nbsp;&nbsp;&nbsp; 780 | 789951 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/29/28 | &nbsp;&nbsp;&nbsp; 825 | 864290 |
| Citizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/05/31, (1-day SOFR + 1.26%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 84 | 86137 |
| &nbsp;&nbsp;&nbsp; 5.72%, 07/23/32, (1-day SOFR + 1.91%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 240 | 251366 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/23/30, (1-day SOFR + 2.01%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1138 | 1186989 |
| &nbsp;&nbsp;&nbsp; Comerica, Inc., 5.98%, 01/30/30, (1-day SOFR + <br> 2.16%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1125 | 1175986 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 11/01/27, (1-day SOFR + 0.69%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 43 | 42268 |
| &nbsp;&nbsp;&nbsp; 4.77%, 07/28/30, (1-day SOFR Index + 2.13%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 141 | 142897 |
| &nbsp;&nbsp;&nbsp; 6.34%, 07/27/29, (1-day SOFR + 2.34%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 943 | 991408 |
| &nbsp;&nbsp;&nbsp; 6.36%, 10/27/28, (1-day SOFR Index + 2.19%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 417 | 432934 |
| &nbsp;&nbsp;&nbsp; First Horizon Corp., 5.51%, 03/07/31, (1-day SOFR + <br> 1.77%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 290 | 298637 |
| Goldman Sachs Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.62%, 03/15/28, (1-day SOFR + 1.85%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 136 | 135398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 279 | 277735 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 175 | 172350 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 | &nbsp;&nbsp;&nbsp; 20 | 19995 |
| &nbsp;&nbsp;&nbsp; 4.48%, 08/23/28, (1-day SOFR + 1.73%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1123 | 1130010 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 08/18/31, (1-day SOFR + 1.95%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 200 | 182347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 05/22/30, (3-mo. CME Term SOFR + <br> 1.87%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1282 | 1269336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28, (3-mo. CME Term SOFR <br> +1.81%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 99983 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic 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; 4.58%, 06/19/29, (3-mo. CME Term SOFR <br> +1.80%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; $821 | $828745 |
| &nbsp;&nbsp;&nbsp; 4.76%, 06/09/28, (1-day SOFR + 2.11%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75652 |
| &nbsp;&nbsp;&nbsp; 5.21%, 08/11/28, (1-day SOFR + 2.61%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 290 | 294770 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/04/30, (1-day SOFR + 1.46%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 846 | 877214 |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/03/28, (1-day SOFR + 3.35%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 799 | 843184 |
| Huntington Bancshares, Inc./Ohio |  |  |
| &nbsp;&nbsp;&nbsp; 4.44%, 08/04/28, (1-day SOFR + 1.97%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 328 | 329891 |
| &nbsp;&nbsp;&nbsp; 6.21%, 08/21/29, (1-day SOFR + 2.02%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 645 | 676044 |
| &nbsp;&nbsp;&nbsp; Huntington National Bank (The), 4.55%, 05/17/28, <br> (1-day SOFR Index + 1.65%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 695 | 699128 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/08/32, (1-day SOFR + 1.18%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 929 | 837027 |
| &nbsp;&nbsp;&nbsp; 2.96%, 01/25/33, (1-day SOFR + 1.26%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 445 | 408104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28, (3-mo. CME Term SOFR <br> +1.64%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1163 | 1156875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/23/29, (3-mo. CME Term SOFR <br> +1.52%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1426 | 1431643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/05/29, (3-mo. CME Term SOFR + <br> 1.59%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1058 | 1068483 |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/26/33, (1-day SOFR + 1.80%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 92 | 92137 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/28, (1-day SOFR + 1.99%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 395 | 399840 |
| &nbsp;&nbsp;&nbsp; 5.04%, 01/23/28, (1-day SOFR + 1.19%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1893 | 1912203 |
| &nbsp;&nbsp;&nbsp; KeyCorp, 6.40%, 03/06/35, (1-day SOFR Index + <br> 2.42%)<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 907 | 982755 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.83%, 01/16/29, (1-day SOFR + 0.93%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 120 | 121932 |
| &nbsp;&nbsp;&nbsp; 6.08%, 03/13/32, (1-day SOFR + 2.26%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 263 | 279352 |
| &nbsp;&nbsp;&nbsp; 7.41%, 10/30/29, (1-day SOFR + 2.80%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 954 | 1034119 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1355 | 1346290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/29, (3-mo. CME Term SOFR <br> +1.40%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1002 | 996493 |
| &nbsp;&nbsp;&nbsp; 4.21%, 04/20/28, (1-day SOFR + 1.61%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1112 | 1114524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/30, (3-mo. CME Term SOFR + <br> 1.89%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1163 | 1170626 |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/29, (1-day SOFR + 1.73%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 436 | 444840 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/31, (1-day SOFR + 1.51%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 132 | 135875 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/18/28, (1-day SOFR + 2.24%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1186 | 1230193 |
| &nbsp;&nbsp;&nbsp; 6.34%, 10/18/33, (1-day SOFR + 2.56%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 54556 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The), 5.58%, <br> 06/12/29, (1-day SOFR + 1.84%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 989 | 1023783 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp., 5.72%, 06/06/30, (1-day <br> SOFR +1.49%)<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 769 | 802920 |
| Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.17%, 01/09/30, (1-day SOFR + 2.50%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 433 | 451977 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/09/29, (1-day SOFR + 2.36%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1083 | 1129585 |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.86%, 09/11/30, (1-day SOFR Index + 1.55%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 448 | 453786 |
| &nbsp;&nbsp;&nbsp; 6.53%, 01/10/29, (1-day SOFR + 2.60%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1061 | 1107568 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/24/30, (1-day SOFR + 1.62%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 703 | 727557 |
| &nbsp;&nbsp;&nbsp; 7.16%, 10/30/29, (1-day SOFR + 2.45%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1026 | 1104844 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/22/28, (1-day SOFR + 1.66%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 289 | 291335 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/01/29, (1-day SOFR + 1.23%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 53 | 53632 |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/29, (1-day SOFR + 2.02%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 993 | 1030856 |
| &nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27 | &nbsp;&nbsp;&nbsp; 45 | 44681 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.39%, 06/02/28, (1-day SOFR + 2.10%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 977 | 956689 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 06/17/27, (3-mo. CME Term SOFR + <br> 1.43%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; $309 | $308072 |
| &nbsp;&nbsp;&nbsp; 3.53%, 03/24/28, (1-day SOFR + 1.51%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 582 | 578931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28, (3-mo. CME Term SOFR <br> +1.57%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 734 | 730032 |
| &nbsp;&nbsp;&nbsp; 4.81%, 07/25/28, (1-day SOFR + 1.98%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 942 | 952892 |
| &nbsp;&nbsp;&nbsp; 5.24%, 01/24/31, (1-day SOFR + 1.11%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 136 | 140510 |
| &nbsp;&nbsp;&nbsp; Series B, 7.95%, 11/15/29 | &nbsp;&nbsp;&nbsp; 49 | 55027 |
|  |  | 50532361 |
| **Beverages — 0.6%** | **Beverages — 0.6%** | **Beverages — 0.6%** |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/01/31 | &nbsp;&nbsp;&nbsp; 618 | 549727 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 342 | 347977 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/33 | &nbsp;&nbsp;&nbsp; 723 | 726437 |
| Keurig Dr Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 100 | 99069 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 | &nbsp;&nbsp;&nbsp; 585 | 587551 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | &nbsp;&nbsp;&nbsp; 260 | 261314 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | &nbsp;&nbsp;&nbsp; 865 | 883625 |
| &nbsp;&nbsp;&nbsp; Primo Water Holdings, Inc./Triton Water Holdings, <br> Inc., 4.38%, 04/30/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 929 | 908236 |
|  |  | 4363936 |
| **Biotechnology — 0.9%** | **Biotechnology — 0.9%** | **Biotechnology — 0.9%** |
| Biocon Biologics Global PLC, 6.67%, 10/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 978 | 993020 |
| Biogen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | &nbsp;&nbsp;&nbsp; 1230 | 1130676 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/35 | &nbsp;&nbsp;&nbsp; 144 | 151180 |
| Bio-Rad Laboratories, Inc., 3.70%, 03/15/32 | &nbsp;&nbsp;&nbsp; 982 | 927079 |
| Emergent BioSolutions, Inc., 3.88%, 08/15/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 604 | 539385 |
| Genmab A/S, 6.25%, 12/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 410015 |
| Illumina, Inc., 4.75%, 12/12/30 | &nbsp;&nbsp;&nbsp; 310 | 313260 |
| Regeneron Pharmaceuticals, Inc., 1.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 1676 | 1499177 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 | &nbsp;&nbsp;&nbsp; 1076 | 978771 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/25/31 | &nbsp;&nbsp;&nbsp; 254 | 253594 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 | &nbsp;&nbsp;&nbsp; 214 | 220410 |
|  |  | 7416567 |
| **Building Materials — 0.6%** | **Building Materials — 0.6%** | **Building Materials — 0.6%** |
| Amrize Finance U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/30 | &nbsp;&nbsp;&nbsp; 1094 | 1119946 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/07/35 | &nbsp;&nbsp;&nbsp; 232 | 239963 |
| Builders FirstSource, Inc., 6.38%, 06/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 797 | 821383 |
| Carlisle Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; 334 | 315613 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 31 | 31569 |
| Eagle Materials, Inc., 2.50%, 07/01/31 | &nbsp;&nbsp;&nbsp; 939 | 852059 |
| Sisecam U.K. PLC |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 362 | 372891 |
| &nbsp;&nbsp;&nbsp; 8.63%, 05/02/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 963 | 996942 |
|  |  | 4750366 |
| **Chemicals — 0.5%** | **Chemicals — 0.5%** | **Chemicals — 0.5%** |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/33 | &nbsp;&nbsp;&nbsp; 808 | 818459 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 985 | 1002318 |
| &nbsp;&nbsp;&nbsp; CVR Partners LP/CVR Nitrogen Finance Corp., <br> 6.13%, 06/15/28<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 630 | 629969 |
| EIDP, Inc., 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 252 | 259532 |
| Rain Carbon, Inc., 12.25%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 442 | 469644 |
| &nbsp;&nbsp;&nbsp; SK Invictus Intermediate II SARL, 5.00%, <br> 10/30/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 833 | 819672 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Tronox, Inc., 4.63%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $135 | $103765 |
|  |  | 4103359 |
| **Coal — 0.1%** | **Coal — 0.1%** | **Coal — 0.1%** |
| &nbsp;&nbsp;&nbsp; Alliance Resource Operating Partners LP/Alliance <br> Resource Finance Corp., 8.63%, 06/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 346 | 364331 |
| SunCoke Energy, Inc., 4.88%, 06/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 648 | 611049 |
|  |  | 975380 |
| **Commercial Services — 1.1%** | **Commercial Services — 1.1%** | **Commercial Services — 1.1%** |
| ADT Security Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 610 | 594313 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 872 | 844413 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 136 | 137870 |
| Adtalem Global Education, Inc., 5.50%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 116 | 115697 |
| &nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC/Avis Budget <br> Finance, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 592917 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 349 | 361210 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/15/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 637 | 655300 |
| Deluxe Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 574 | 583866 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 487 | 511005 |
| Equifax, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 09/15/31 | &nbsp;&nbsp;&nbsp; 235 | 209656 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 | &nbsp;&nbsp;&nbsp; 367 | 373195 |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 | &nbsp;&nbsp;&nbsp; 725 | 738377 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 | &nbsp;&nbsp;&nbsp; 79 | 80704 |
| Korn Ferry, 4.63%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11 | 10965 |
| &nbsp;&nbsp;&nbsp; Prime Security Services Borrower LLC/Prime <br> Finance, Inc., 3.38%, 08/31/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 218 | 213539 |
| PROG Holdings, Inc., 6.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 737 | 729446 |
| Quanta Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1278 | 1197992 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 236 | 236352 |
| TriNet Group, Inc., 3.50%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 604 | 570833 |
| United Rentals North America, Inc., 4.88%, 01/15/28 | &nbsp;&nbsp;&nbsp; 37 | 37008 |
|  |  | 8794658 |
| **Computers — 0.5%** | **Computers — 0.5%** | **Computers — 0.5%** |
| ASGN, Inc., 4.63%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 649 | 639171 |
| CGI, Inc., 4.95%, 03/14/30 | &nbsp;&nbsp;&nbsp; 378 | 383192 |
| Diebold Nixdorf, Inc., 7.75%, 03/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 971 | 1028361 |
| Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | &nbsp;&nbsp;&nbsp; 96 | 86519 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 | &nbsp;&nbsp;&nbsp; 819 | 818284 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/32 | &nbsp;&nbsp;&nbsp; 358 | 372180 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | &nbsp;&nbsp;&nbsp; 100 | 105523 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/32 | &nbsp;&nbsp;&nbsp; 406 | 422400 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | &nbsp;&nbsp;&nbsp; 234 | 243439 |
|  |  | 4099069 |
| **Cosmetics & Personal Care — 0.0%** | **Cosmetics & Personal Care — 0.0%** | **Cosmetics & Personal Care — 0.0%** |
| Procter & Gamble Co. (The), 4.35%, 11/03/35 | &nbsp;&nbsp;&nbsp; 246 | 241034 |
| **Diversified Financial Services — 3.8%** | **Diversified Financial Services — 3.8%** | **Diversified Financial Services — 3.8%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | &nbsp;&nbsp;&nbsp; 504 | 488926 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 56 | 51811 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | &nbsp;&nbsp;&nbsp; 419 | 416510 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/19/29 | &nbsp;&nbsp;&nbsp; 566 | 579256 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | &nbsp;&nbsp;&nbsp; 51 | 52755 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 | &nbsp;&nbsp;&nbsp; $250 | $256560 |
| Ally Financial, Inc., 6.70%, 02/14/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 555 | 578553 |
| BGC Group, Inc., 6.15%, 04/02/30 | &nbsp;&nbsp;&nbsp; 400 | 412923 |
| Blue Owl Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/31 | &nbsp;&nbsp;&nbsp; 158 | 143355 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/18/34 | &nbsp;&nbsp;&nbsp; 331 | 341106 |
| Bread Financial Holdings, Inc., 6.75%, 05/15/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 623 | 641613 |
| Brookfield Asset Management Ltd., 4.65%, 11/15/30 | &nbsp;&nbsp;&nbsp; 320 | 322841 |
| Burford Capital Global Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 151 | 150708 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 201 | 196555 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 256 | 247152 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 96 | 96216 |
| &nbsp;&nbsp;&nbsp; 9.25%, 07/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 760 | 782239 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/10/28, (1-day SOFR + 2.06%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 300 | 303102 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/26/30, (1-day SOFR + 2.60%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 1123 | 1155084 |
| &nbsp;&nbsp;&nbsp; 5.47%, 02/01/29, (1-day SOFR + 2.08%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102492 |
| &nbsp;&nbsp;&nbsp; 6.31%, 06/08/29, (1-day SOFR + 2.64%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 939 | 982900 |
| &nbsp;&nbsp;&nbsp; 7.62%, 10/30/31, (1-day SOFR + 3.07%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 196 | 220014 |
| Coinbase Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1402 | 1338618 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 128 | 113084 |
| Credit Acceptance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 574 | 574563 |
| &nbsp;&nbsp;&nbsp; 9.25%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 490 | 513457 |
| Enact Holdings, Inc., 6.25%, 05/28/29 | &nbsp;&nbsp;&nbsp; 786 | 823727 |
| Encore Capital Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 610 | 615179 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 555 | 595018 |
| Enova International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 9.13%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 557 | 589351 |
| &nbsp;&nbsp;&nbsp; 11.25%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 296434 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase Financial Co. LLC, 5.00%, <br> 08/28/28<br>| &nbsp;&nbsp;&nbsp; 223 | 223539 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 | &nbsp;&nbsp;&nbsp; 622 | 635904 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | &nbsp;&nbsp;&nbsp; 54 | 55028 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/20/27 | &nbsp;&nbsp;&nbsp; 46 | 46850 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 | &nbsp;&nbsp;&nbsp; 793 | 843503 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 74 | 71965 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/29 | &nbsp;&nbsp;&nbsp; 29 | 28924 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 | &nbsp;&nbsp;&nbsp; 91 | 93388 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 751 | 767556 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/33 | &nbsp;&nbsp;&nbsp; 90 | 90997 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/31 | &nbsp;&nbsp;&nbsp; 846 | 876649 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 288 | 298253 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; 55 | 57659 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 164 | 172997 |
| PennyMac Financial Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 243 | 233840 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 561 | 554021 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 886 | 905456 |
| Radian Group, Inc., 6.20%, 05/15/29 | &nbsp;&nbsp;&nbsp; 168 | 176411 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 122 | 117835 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1411 | 1324533 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 299 | 274550 |
| Stonex Escrow Issuer LLC, 6.88%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 640 | 660287 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic 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)** |
| StoneX Group, Inc., 7.88%, 03/01/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; $659 | $701099 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | &nbsp;&nbsp;&nbsp; 206 | 205002 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/29/29, (1-day SOFR + 1.40%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 186 | 188171 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/06/31, (1-day SOFR + 1.68%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56065 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/02/30, (1-day SOFR Index + 2.13%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 883 | 914553 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/02/33 | &nbsp;&nbsp;&nbsp; 829 | 880463 |
| United Wholesale Mortgage LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 919 | 907976 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 548 | 548442 |
| UWM Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 471999 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 987 | 995522 |
| &nbsp;&nbsp;&nbsp; VFH Parent LLC/Valor Co-Issuer, Inc., 7.50%, <br> 06/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 591 | 619127 |
| Visa, Inc., 4.15%, 12/14/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1065 | 1027988 |
|  |  | 30008654 |
| **Electric — 3.0%** | **Electric — 3.0%** | **Electric — 3.0%** |
| AEP Texas, Inc., 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 18 | 18667 |
| Ameren Corp., 3.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 491 | 472214 |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/29 | &nbsp;&nbsp;&nbsp; 710 | 731774 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/33 | &nbsp;&nbsp;&nbsp; 953 | 997676 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 586 | 599645 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 | &nbsp;&nbsp;&nbsp; 229 | 231314 |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 29 | 29913 |
| &nbsp;&nbsp;&nbsp; Series ai., 4.45%, 10/01/32 | &nbsp;&nbsp;&nbsp; 130 | 129445 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | &nbsp;&nbsp;&nbsp; 222 | 222147 |
| CenterPoint Energy, Inc., 5.40%, 06/01/29 | &nbsp;&nbsp;&nbsp; 159 | 164913 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/15/32 | &nbsp;&nbsp;&nbsp; 53 | 50311 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | &nbsp;&nbsp;&nbsp; 296 | 300522 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 2.25%, 08/15/31 | &nbsp;&nbsp;&nbsp; 33 | 29479 |
| &nbsp;&nbsp;&nbsp; Series C, 3.38%, 04/01/30 | &nbsp;&nbsp;&nbsp; 568 | 548373 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/33 | &nbsp;&nbsp;&nbsp; 85 | 88248 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | &nbsp;&nbsp;&nbsp; 94 | 96912 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 407 | 417106 |
| DTE Energy Co., 5.10%, 03/01/29 | &nbsp;&nbsp;&nbsp; 354 | 363217 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | &nbsp;&nbsp;&nbsp; 853 | 875604 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 391 | 402810 |
| Duke Energy Florida LLC, 5.88%, 11/15/33 | &nbsp;&nbsp;&nbsp; 121 | 130009 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 | &nbsp;&nbsp;&nbsp; 905 | 916893 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/34 | &nbsp;&nbsp;&nbsp; 72 | 73870 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; 66 | 68370 |
| Entergy Corp., 2.40%, 06/15/31 | &nbsp;&nbsp;&nbsp; 61 | 54794 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/34 | &nbsp;&nbsp;&nbsp; 253 | 258185 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | &nbsp;&nbsp;&nbsp; 63 | 65435 |
| Entergy Texas, Inc., 5.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 223 | 227775 |
| Evergy Kansas Central, Inc., 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 355 | 361691 |
| FirstEnergy Corp., Series B, 3.90%, 07/15/27 | &nbsp;&nbsp;&nbsp; 1150 | 1147381 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 713 | 724089 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 | &nbsp;&nbsp;&nbsp; 692 | 714243 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/34 | &nbsp;&nbsp;&nbsp; 1139 | 1188907 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/11/34 | &nbsp;&nbsp;&nbsp; $488 | $503466 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 | &nbsp;&nbsp;&nbsp; 694 | 735280 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 5.25%, <br> 03/15/34<br>| &nbsp;&nbsp;&nbsp; 48 | 49165 |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 589 | 551560 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 498114 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | &nbsp;&nbsp;&nbsp; 271 | 275747 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 343682 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | &nbsp;&nbsp;&nbsp; 826 | 874378 |
| PECO Energy Co., 4.88%, 09/15/35 | &nbsp;&nbsp;&nbsp; 150 | 150520 |
| PG&E Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/28 | &nbsp;&nbsp;&nbsp; 1010 | 1007857 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/30 | &nbsp;&nbsp;&nbsp; 534 | 530764 |
| PPL Capital Funding, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/30 | &nbsp;&nbsp;&nbsp; 38 | 37717 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/34 | &nbsp;&nbsp;&nbsp; 176 | 179481 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/15/31 | &nbsp;&nbsp;&nbsp; 965 | 850035 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 | &nbsp;&nbsp;&nbsp; 1060 | 1088516 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 110 | 110433 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 224 | 225278 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | &nbsp;&nbsp;&nbsp; 271 | 280476 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | &nbsp;&nbsp;&nbsp; 38 | 39117 |
| Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | &nbsp;&nbsp;&nbsp; 41 | 36380 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 | &nbsp;&nbsp;&nbsp; 440 | 394668 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 858 | 882600 |
| San Diego Gas & Electric Co., 5.40%, 04/15/35 | &nbsp;&nbsp;&nbsp; 680 | 701215 |
| Sempra, 3.40%, 02/01/28 | &nbsp;&nbsp;&nbsp; 200 | 197643 |
| Southern Co. (The), Series A, 3.70%, 04/30/30 | &nbsp;&nbsp;&nbsp; 65 | 63442 |
| System Energy Resources, Inc., 5.30%, 12/15/34 | &nbsp;&nbsp;&nbsp; 226 | 228253 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/34 | &nbsp;&nbsp;&nbsp; 45 | 46223 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 314 | 322438 |
|  |  | 23906380 |
| **Electronics — 0.2%** | **Electronics — 0.2%** | **Electronics — 0.2%** |
| Keysight Technologies, Inc., 5.35%, 07/30/30 | &nbsp;&nbsp;&nbsp; 130 | 135222 |
| TD SYNNEX Corp., 4.30%, 01/17/29 | &nbsp;&nbsp;&nbsp; 496 | 496158 |
| Trimble, Inc., 6.10%, 03/15/33 | &nbsp;&nbsp;&nbsp; 853 | 912100 |
|  |  | 1543480 |
| **Engineering & Construction — 0.2%** | **Engineering & Construction — 0.2%** | **Engineering & Construction — 0.2%** |
| IHS Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/29/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 647 | 666066 |
| &nbsp;&nbsp;&nbsp; 8.25%, 11/29/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 752 | 785388 |
| Jacobs Engineering Group, Inc., 6.35%, 08/18/28 | &nbsp;&nbsp;&nbsp; 43 | 45213 |
| MasTec, Inc., 5.90%, 06/15/29 | &nbsp;&nbsp;&nbsp; 131 | 137045 |
| Tutor Perini Corp., 11.88%, 04/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 248402 |
|  |  | 1882114 |
| **Entertainment — 0.4%** | **Entertainment — 0.4%** | **Entertainment — 0.4%** |
| Live Nation Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 234 | 230734 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 463 | 465081 |
| &nbsp;&nbsp;&nbsp; Premier Entertainment Sub LLC/Premier <br> Entertainment Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1332 | 983582 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 198927 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** |
| Warnermedia Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/32 | &nbsp;&nbsp;&nbsp; $1385 | $1218800 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/42 | &nbsp;&nbsp;&nbsp; 448 | 314720 |
|  |  | 3411844 |
| **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** |
| Veralto Corp., 5.45%, 09/18/33 | &nbsp;&nbsp;&nbsp; 282 | 293116 |
| **Food — 0.9%** | **Food — 0.9%** | **Food — 0.9%** |
| &nbsp;&nbsp;&nbsp; Albertsons Co, Inc./Safeway, Inc./New <br> Albertsons LP/Albertsons LLC, 4.63%, <br> 01/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 885 | 884339 |
| Campbell's Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/23/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 316398 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | &nbsp;&nbsp;&nbsp; 938 | 954032 |
| Campbell's Company.(The), 4.55%, 03/21/31 | &nbsp;&nbsp;&nbsp; 100 | 99292 |
| General Mills, Inc., 4.95%, 03/29/33 | &nbsp;&nbsp;&nbsp; 670 | 677658 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 230 | 236305 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 239 | 244385 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 | &nbsp;&nbsp;&nbsp; 547 | 505549 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/31 | &nbsp;&nbsp;&nbsp; 983 | 958228 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 8 | 7930 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 853 | 903625 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp;&nbsp; 968 | 972289 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 | &nbsp;&nbsp;&nbsp; 308 | 324294 |
|  |  | 7084324 |
| **Gas — 0.4%** | **Gas — 0.4%** | **Gas — 0.4%** |
| AmeriGas Partners LP/AmeriGas Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/20/27 | &nbsp;&nbsp;&nbsp; 610 | 614278 |
| &nbsp;&nbsp;&nbsp; 9.38%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 529 | 546990 |
| &nbsp;&nbsp;&nbsp; 9.50%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 223 | 239003 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 323 | 334103 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 189 | 198089 |
| NiSource, Inc., 1.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 497 | 437154 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/34 | &nbsp;&nbsp;&nbsp; 224 | 226843 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/35 | &nbsp;&nbsp;&nbsp; 337 | 349762 |
|  |  | 2946222 |
| **Health Care - Products — 0.5%** | **Health Care - Products — 0.5%** | **Health Care - Products — 0.5%** |
| GE HealthCare Technologies, Inc., 5.86%, 03/15/30 | &nbsp;&nbsp;&nbsp; 1061 | 1119972 |
| Revvity, Inc., 3.30%, 09/15/29 | &nbsp;&nbsp;&nbsp; 437 | 421961 |
| Smith & Nephew PLC, 2.03%, 10/14/30 | &nbsp;&nbsp;&nbsp; 1164 | 1047621 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/13/31 | &nbsp;&nbsp;&nbsp; 186 | 194056 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 | &nbsp;&nbsp;&nbsp; 1254 | 1303827 |
|  |  | 4087437 |
| **Health Care - Services — 1.0%** | **Health Care - Services — 1.0%** | **Health Care - Services — 1.0%** |
| DaVita, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 638 | 585232 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1267 | 1219127 |
| Fortrea Holdings, Inc., 7.50%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 682 | 693827 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | &nbsp;&nbsp;&nbsp; 500 | 447806 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 585 | 571727 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 257 | 247092 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | &nbsp;&nbsp;&nbsp; 923 | 870908 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | &nbsp;&nbsp;&nbsp; $441 | $440023 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 43 | 43812 |
| IQVIA, Inc., 6.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 1145 | 1204610 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 252 | 252373 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 155 | 154569 |
| Sotera Health Holdings LLC, 7.38%, 06/01/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 439 | 461922 |
| Universal Health Services, Inc., 2.65%, 10/15/30 | &nbsp;&nbsp;&nbsp; 880 | 802389 |
|  |  | 7995417 |
| **Holding Companies - Diversified — 0.8%** | **Holding Companies - Diversified — 0.8%** | **Holding Companies - Diversified — 0.8%** |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 150 | 143957 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 | &nbsp;&nbsp;&nbsp; 1190 | 1221061 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 | &nbsp;&nbsp;&nbsp; 541 | 555955 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/31/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 332 | 324807 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/30 | &nbsp;&nbsp;&nbsp; 101 | 100207 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/13/28 | &nbsp;&nbsp;&nbsp; 382 | 385296 |
| &nbsp;&nbsp;&nbsp; Blue Owl Technology Finance Corp., 6.10%, <br> 03/15/28<br>| &nbsp;&nbsp;&nbsp; 529 | 536636 |
| &nbsp;&nbsp;&nbsp; Blue Owl Technology Finance Corp. II, 6.75%, <br> 04/04/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 244 | 250401 |
| Golub Capital BDC, Inc., 6.00%, 07/15/29 | &nbsp;&nbsp;&nbsp; 809 | 827863 |
| &nbsp;&nbsp;&nbsp; Icahn Enterprises LP/Icahn Enterprises <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 812 | 816948 |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 979 | 988189 |
|  |  | 6151320 |
| **Home Builders — 0.3%** | **Home Builders — 0.3%** | **Home Builders — 0.3%** |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, Inc./Brookfield <br> Residential U.S. LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 637 | 594666 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 514 | 514049 |
| Century Communities, Inc., 3.88%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 547 | 520568 |
| NVR, Inc., 3.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 626 | 594616 |
| Toll Brothers Finance Corp., 5.60%, 06/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 37410 |
|  |  | 2261309 |
| **Home Furnishings — 0.3%** | **Home Furnishings — 0.3%** | **Home Furnishings — 0.3%** |
| Somnigroup International, Inc., 3.88%, 10/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 675 | 629875 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 716 | 519394 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/50 | &nbsp;&nbsp;&nbsp; 732 | 530165 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 455 | 448990 |
|  |  | 2128424 |
| **Insurance — 1.0%** | **Insurance — 1.0%** | **Insurance — 1.0%** |
| American National Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 | &nbsp;&nbsp;&nbsp; 210 | 217327 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 314 | 316534 |
| Aon North America, Inc., 5.45%, 03/01/34 | &nbsp;&nbsp;&nbsp; 859 | 892200 |
| Arthur J Gallagher & Co., 5.00%, 02/15/32 | &nbsp;&nbsp;&nbsp; 280 | 286178 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, 7.13%, <br> 05/15/31<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 748 | 769186 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 | &nbsp;&nbsp;&nbsp; 18 | 18239 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/23/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 587 | 595714 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/23/32 | &nbsp;&nbsp;&nbsp; 66 | 67325 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/11/34 | &nbsp;&nbsp;&nbsp; 484 | 498467 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 | &nbsp;&nbsp;&nbsp; 423 | 421145 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic 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; 3.85%, 04/05/29 | &nbsp;&nbsp;&nbsp; $696 | $688772 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 211 | 200969 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | &nbsp;&nbsp;&nbsp; 271 | 283106 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 | &nbsp;&nbsp;&nbsp; 830 | 866398 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/33 | &nbsp;&nbsp;&nbsp; 317 | 336050 |
| &nbsp;&nbsp;&nbsp; Reinsurance Group of America, Inc., 5.75%, <br> 09/15/34<br>| &nbsp;&nbsp;&nbsp; 135 | 140397 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 485 | 484675 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 | &nbsp;&nbsp;&nbsp; 101 | 101785 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 | &nbsp;&nbsp;&nbsp; 772 | 794001 |
|  |  | 7978468 |
| **Internet — 0.8%** | **Internet — 0.8%** | **Internet — 0.8%** |
| AppLovin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 | &nbsp;&nbsp;&nbsp; 984 | 1009356 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/01/31 | &nbsp;&nbsp;&nbsp; 449 | 464085 |
| Rakuten Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1128 | 1263759 |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 421 | 448473 |
| Snap, Inc., 6.88%, 03/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 297 | 303274 |
| VeriSign, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 | &nbsp;&nbsp;&nbsp; 871 | 792489 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/32 | &nbsp;&nbsp;&nbsp; 720 | 738101 |
| Wayfair LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 851 | 889795 |
| &nbsp;&nbsp;&nbsp; 7.75%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 505 | 536875 |
|  |  | 6446207 |
| **Iron & Steel — 0.5%** | **Iron & Steel — 0.5%** | **Iron & Steel — 0.5%** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 | &nbsp;&nbsp;&nbsp; 1130 | 1176039 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/29/32 | &nbsp;&nbsp;&nbsp; 205 | 229608 |
| Champion Iron Canada, Inc., 7.88%, 07/15/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 551 | 589408 |
| Cleveland-Cliffs, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 282 | 294279 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 952 | 1004621 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 845 | 884991 |
|  |  | 4178946 |
| **Leisure Time — 0.2%** | **Leisure Time — 0.2%** | **Leisure Time — 0.2%** |
| Lindblad Expeditions LLC, 7.00%, 09/15/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 841 | 877951 |
| Patrick Industries, Inc., 6.38%, 11/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 584 | 597711 |
| Sabre GLBL, Inc., 10.75%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1 | 802 |
|  |  | 1476464 |
| **Lodging — 0.7%** | **Lodging — 0.7%** | **Lodging — 0.7%** |
| &nbsp;&nbsp;&nbsp; Genting New York LLC/GENNY Capital, Inc., 7.25%, <br> 10/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 378 | 390660 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower Escrow LLC/Hilton <br> Grand Vacations Borrower Esc<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 687 | 640773 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 484 | 470585 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 | &nbsp;&nbsp;&nbsp; 163 | 166094 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 257 | 264973 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 234 | 245218 |
| Marriott International, Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | &nbsp;&nbsp;&nbsp; 463 | 473310 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 369 | 379590 |
| &nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 | &nbsp;&nbsp;&nbsp; 349 | 353613 |
| &nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 62 | 57855 |
| &nbsp;&nbsp;&nbsp; Series HH, 2.85%, 04/15/31 | &nbsp;&nbsp;&nbsp; 492 | 456598 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Lodging (continued)** | **Lodging (continued)** | **Lodging (continued)** |
| Station Casinos LLC, 4.63%, 12/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $634 | $608641 |
| Travel & Leisure Co., 4.50%, 12/01/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 816 | 795450 |
| &nbsp;&nbsp;&nbsp; Wynn Las Vegas LLC/Wynn Las Vegas Capital <br> Corp., 5.25%, 05/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 148 | 148832 |
|  |  | 5452192 |
| **Machinery — 0.5%** | **Machinery — 0.5%** | **Machinery — 0.5%** |
| IDEX Corp., 4.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 117 | 119477 |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/14/28 | &nbsp;&nbsp;&nbsp; 167 | 172644 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/14/33 | &nbsp;&nbsp;&nbsp; 1109 | 1171079 |
| Nordson Corp., 4.50%, 12/15/29 | &nbsp;&nbsp;&nbsp; 203 | 204510 |
| Vertiv Group Corp., 4.13%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 989 | 973923 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 | &nbsp;&nbsp;&nbsp; 905 | 916957 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 | &nbsp;&nbsp;&nbsp; 180 | 183950 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/11/34 | &nbsp;&nbsp;&nbsp; 75 | 78441 |
|  |  | 3820981 |
| **Manufacturing — 0.1%** | **Manufacturing — 0.1%** | **Manufacturing — 0.1%** |
| LSB Industries, Inc., 6.25%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 560 | 560601 |
| Textron, Inc., 5.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 251 | 259099 |
|  |  | 819700 |
| **Media — 1.4%** | **Media — 1.4%** | **Media — 1.4%** |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 374 | 342414 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/34<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1079 | 911421 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1382 | 1240189 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 962 | 841719 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1016 | 928000 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 | &nbsp;&nbsp;&nbsp; 700 | 540736 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/01/40 | &nbsp;&nbsp;&nbsp; 272 | 224484 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 | &nbsp;&nbsp;&nbsp; 257 | 260783 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 | &nbsp;&nbsp;&nbsp; 1069 | 1174983 |
| McGraw-Hill Education, Inc., 7.38%, 09/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 770 | 809507 |
| Nexstar Media, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1209 | 1201700 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 185047 |
| Sinclair Television Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 640 | 564083 |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 169 | 174817 |
| &nbsp;&nbsp;&nbsp; 9.75%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 384 | 422400 |
| TEGNA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/28 | &nbsp;&nbsp;&nbsp; 1176 | 1167819 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/29 | &nbsp;&nbsp;&nbsp; 362 | 359480 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 41 | 42017 |
|  |  | 11391599 |
| **Metal Fabricate & Hardware — 0.1%** | **Metal Fabricate & Hardware — 0.1%** | **Metal Fabricate & Hardware — 0.1%** |
| Park-Ohio Industries, Inc., 8.50%, 08/01/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 402 | 412830 |
| **Mining — 1.3%** | **Mining — 1.3%** | **Mining — 1.3%** |
| Aris Mining Corp., 8.00%, 10/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 486 | 509693 |
| Eldorado Gold Corp., 6.25%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 579 | 581897 |
| Endeavour Mining PLC, 7.00%, 05/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 512 | 528514 |
| First Quantum Minerals Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 06/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 635 | 667036 |
| &nbsp;&nbsp;&nbsp; 9.38%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 936 | 981943 |
| Fortescue Treasury Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 675 | 652185 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/15/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 937 | 975816 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| IAMGOLD Corp., 5.75%, 10/15/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; $533 | $535153 |
| Ivanhoe Mines Ltd., 7.88%, 01/23/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 886 | 923100 |
| Nickel Industries Ltd., 9.00%, 09/30/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 925 | 971166 |
| Novelis Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1228 | 1190337 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 448 | 464330 |
| Stillwater Mining Co., 4.50%, 11/16/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 669 | 643662 |
| Taseko Mines Ltd., 8.25%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 623 | 661278 |
|  |  | 10286110 |
| **Office & Business Equipment — 0.2%** | **Office & Business Equipment — 0.2%** | **Office & Business Equipment — 0.2%** |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | &nbsp;&nbsp;&nbsp; 1608 | 1502419 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 | &nbsp;&nbsp;&nbsp; 159 | 162182 |
|  |  | 1664601 |
| **Office Furnishings — 0.1%** | **Office Furnishings — 0.1%** | **Office Furnishings — 0.1%** |
| HNI Corp. 5.13%, 01/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 821 | 815158 |
| **Oil & Gas — 2.8%** | **Oil & Gas — 2.8%** | **Oil & Gas — 2.8%** |
| BKV Upstream Midstream LLC, 7.50%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 607 | 614733 |
| California Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 312692 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 953 | 1002346 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 | &nbsp;&nbsp;&nbsp; 165 | 164846 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/29 | &nbsp;&nbsp;&nbsp; 420 | 431401 |
| Cenovus Energy, Inc., 4.65%, 03/20/31 | &nbsp;&nbsp;&nbsp; 320 | 319661 |
| CNX Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 477 | 479767 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 450522 |
| Comstock Resources, Inc. 6.75%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1521 | 1529060 |
| Coterra Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 | &nbsp;&nbsp;&nbsp; 201 | 200550 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 | &nbsp;&nbsp;&nbsp; 11 | 11374 |
| CVR Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 204569 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 355 | 352120 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/29<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 809 | 843178 |
| &nbsp;&nbsp;&nbsp; Diamond Foreign Asset Co./Diamond Finance LLC, <br> 8.50%, 10/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 638 | 678404 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 398 | 386593 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 | &nbsp;&nbsp;&nbsp; 463 | 476100 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; 707 | 762752 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; 627 | 629727 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 740 | 743340 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/29 | &nbsp;&nbsp;&nbsp; 169 | 174886 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 750 | 743136 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 | &nbsp;&nbsp;&nbsp; 175 | 178114 |
| &nbsp;&nbsp;&nbsp; Gulfport Energy Operating Corp., 6.75%, <br> 09/01/29<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 752 | 775528 |
| HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/32 | &nbsp;&nbsp;&nbsp; 300 | 306762 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 283 | 293368 |
| Ithaca Energy North Sea PLC, 8.13%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 796 | 829677 |
| Marathon Petroleum Corp., 5.15%, 03/01/30 | &nbsp;&nbsp;&nbsp; 603 | 620768 |
| Noble Finance II LLC, 8.00%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1253 | 1306196 |
| Northern Oil & Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25240 |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/15/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 644 | 665729 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/01/31 | &nbsp;&nbsp;&nbsp; $75 | $79311 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 | &nbsp;&nbsp;&nbsp; 440 | 473101 |
| &nbsp;&nbsp;&nbsp; 8.88%, 07/15/30 | &nbsp;&nbsp;&nbsp; 930 | 1073173 |
| &nbsp;&nbsp;&nbsp; Permian Resources Operating LLC, 8.00%, <br> 04/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 350 | 353183 |
| Talos Production, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 591 | 615792 |
| &nbsp;&nbsp;&nbsp; 9.38%, 02/01/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 739 | 782860 |
| Viper Energy Partners LLC, 4.90%, 08/01/30 | &nbsp;&nbsp;&nbsp; 302 | 305796 |
| Vital Energy, Inc., 7.88%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1167 | 1161087 |
| Woodside Finance Ltd., 5.40%, 05/19/30 | &nbsp;&nbsp;&nbsp; 1170 | 1203921 |
|  |  | 22561363 |
| **Oil & Gas Services — 0.4%** | **Oil & Gas Services — 0.4%** | **Oil & Gas Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Archrock Partners LP/Archrock Partners Finance <br> Corp., 6.25%, 04/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 143 | 143360 |
| Bristow Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 618 | 625240 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 91 | 91096 |
| Enerflex, Inc., 6.88%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 503 | 519844 |
| Tidewater, Inc., 9.13%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 764 | 826404 |
| Viridien, 10.00%, 10/15/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 630 | 678096 |
|  |  | 2884040 |
| **Packaging & Containers — 0.4%** | **Packaging & Containers — 0.4%** | **Packaging & Containers — 0.4%** |
| AptarGroup, Inc., 4.75%, 03/30/31 | &nbsp;&nbsp;&nbsp; 340 | 342070 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC, 4.00%, <br> 09/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 113 | 107339 |
| Berry Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 660 | 688879 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/31 | &nbsp;&nbsp;&nbsp; 825 | 872962 |
| Klabin Austria GmbH, 7.00%, 04/03/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 327 | 338126 |
| &nbsp;&nbsp;&nbsp; Owens-Brockway Glass Container, Inc., 7.25%, <br> 05/15/31<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 807 | 821319 |
|  |  | 3170695 |
| **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** |
| Bausch Health Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1358 | 965877 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 616 | 403480 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 836 | 859015 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 | &nbsp;&nbsp;&nbsp; 567 | 582787 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | &nbsp;&nbsp;&nbsp; 1146 | 1116972 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/30 | &nbsp;&nbsp;&nbsp; 931 | 955140 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/21/33 | &nbsp;&nbsp;&nbsp; 288 | 295311 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 | &nbsp;&nbsp;&nbsp; 78 | 79363 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/01/34 | &nbsp;&nbsp;&nbsp; 85 | 88412 |
| Elanco Animal Health, Inc., 6.65%, 08/28/28 | &nbsp;&nbsp;&nbsp; 613 | 638730 |
| Grifols SA, 4.75%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 949 | 934944 |
| Takeda Pharmaceutical Co. Ltd., 5.00%, 11/26/28 | &nbsp;&nbsp;&nbsp; 775 | 793216 |
|  |  | 7713247 |
| **Pipelines — 3.3%** | **Pipelines — 3.3%** | **Pipelines — 3.3%** |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 214 | 209379 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | &nbsp;&nbsp;&nbsp; 985 | 994374 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | &nbsp;&nbsp;&nbsp; 478 | 441142 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 718 | 699125 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic 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; Delek Logistics Partners LP/Delek Logistics Finance <br> Corp., 8.63%, 03/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $1056 | $1104391 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | &nbsp;&nbsp;&nbsp; 79 | 82262 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 | &nbsp;&nbsp;&nbsp; 849 | 890273 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 | &nbsp;&nbsp;&nbsp; 749 | 786726 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; 49 | 52659 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 | &nbsp;&nbsp;&nbsp; 403 | 409524 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 | &nbsp;&nbsp;&nbsp; 240 | 244272 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 | &nbsp;&nbsp;&nbsp; 318 | 327776 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 | &nbsp;&nbsp;&nbsp; 540 | 548199 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 | &nbsp;&nbsp;&nbsp; 82 | 84332 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/34 | &nbsp;&nbsp;&nbsp; 16 | 16468 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/30 | &nbsp;&nbsp;&nbsp; 617 | 667616 |
| &nbsp;&nbsp;&nbsp; 6.55%, 12/01/33 | &nbsp;&nbsp;&nbsp; 342 | 374234 |
| Genesis Energy LP/Genesis Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 328707 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/33 | &nbsp;&nbsp;&nbsp; 679 | 708646 |
| &nbsp;&nbsp;&nbsp; 8.88%, 04/15/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 553 | 581982 |
| Kinder Morgan, Inc., 4.80%, 02/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 721 | 723056 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 829 | 828585 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/31 | &nbsp;&nbsp;&nbsp; 627 | 633798 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/32 | &nbsp;&nbsp;&nbsp; 449 | 452311 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 858 | 890371 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 642 | 671954 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 | &nbsp;&nbsp;&nbsp; 165 | 156549 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | &nbsp;&nbsp;&nbsp; 606 | 611368 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/31 | &nbsp;&nbsp;&nbsp; 86 | 86386 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 | &nbsp;&nbsp;&nbsp; 460 | 477727 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 | &nbsp;&nbsp;&nbsp; 634 | 672424 |
| &nbsp;&nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance Corp., <br> 4.70%, 01/15/31<br>| &nbsp;&nbsp;&nbsp; 1130 | 1136251 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; 222 | 222447 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1119 | 1124783 |
| &nbsp;&nbsp;&nbsp; Summit Midstream Holdings LLC, 8.63%, <br> 10/31/29<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 963 | 1006105 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 | &nbsp;&nbsp;&nbsp; 43 | 41135 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; 163 | 174168 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/29 | &nbsp;&nbsp;&nbsp; 108 | 113780 |
| &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; 538 | 516509 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | &nbsp;&nbsp;&nbsp; 1016 | 1025481 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | &nbsp;&nbsp;&nbsp; 227 | 231156 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 539 | 533218 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | &nbsp;&nbsp;&nbsp; 791 | 793883 |
| Venture Global Plaquemines LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 288 | 301899 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 339 | 371669 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1030 | 1148556 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | &nbsp;&nbsp;&nbsp; 865 | 848713 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/31 | &nbsp;&nbsp;&nbsp; 25 | 25012 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | &nbsp;&nbsp;&nbsp; $247 | $261043 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 135 | 142397 |
| Williams Companies, Inc. (The), 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; 281 | 287494 |
|  |  | 26062315 |
| **Real Estate — 0.7%** | **Real Estate — 0.7%** | **Real Estate — 0.7%** |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Anywhere <br> Co-Issuer Corp., 7.00%, 04/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 820 | 830184 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy <br> Co-Issuer Corp., 9.75%, 04/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 471 | 514075 |
| CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | &nbsp;&nbsp;&nbsp; 380 | 385472 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 | &nbsp;&nbsp;&nbsp; 520 | 522041 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 286 | 296417 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 349 | 371428 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 6.75%, <br> 05/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 600 | 603758 |
| Five Point Operating Co. LP, 8.00%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 526 | 546696 |
| Howard Hughes Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 765 | 739847 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 748 | 708394 |
|  |  | 5518312 |
| **Real Estate Investment Trusts — 3.5%** | **Real Estate Investment Trusts — 3.5%** | **Real Estate Investment Trusts — 3.5%** |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18 | 16906 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 152 | 153968 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 205 | 209871 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | &nbsp;&nbsp;&nbsp; 39 | 38724 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; 126 | 125550 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 110 | 108468 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 423 | 432078 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 316 | 324866 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 | &nbsp;&nbsp;&nbsp; 606 | 633060 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 235 | 247177 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 814 | 849993 |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc., 4.63%, <br> 06/15/29<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 665 | 662572 |
| Blackstone Mortgage Trust, Inc., 7.75%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 550 | 589556 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | &nbsp;&nbsp;&nbsp; 505 | 497108 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 296 | 294977 |
| &nbsp;&nbsp;&nbsp; Brookfield Property REIT, Inc./BPR <br> Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, <br> 4.50%, 04/01/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 605 | 597364 |
| Cousins Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 | &nbsp;&nbsp;&nbsp; 285 | 292441 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/34 | &nbsp;&nbsp;&nbsp; 130 | 135661 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 80 | 71552 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | &nbsp;&nbsp;&nbsp; 347 | 344564 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | &nbsp;&nbsp;&nbsp; 1038 | 1031312 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | &nbsp;&nbsp;&nbsp; 50 | 50780 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | &nbsp;&nbsp;&nbsp; 336 | 348821 |
| Digital Realty Trust LP, 5.55%, 01/15/28 | &nbsp;&nbsp;&nbsp; 71 | 73013 |
| Diversified Healthcare Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/01/31 | &nbsp;&nbsp;&nbsp; 648 | 578184 |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 462 | 475837 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 | &nbsp;&nbsp;&nbsp; 235 | 235948 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | &nbsp;&nbsp;&nbsp; 240 | 247886 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic 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)** |
| Equinix, Inc., 3.20%, 11/18/29 | &nbsp;&nbsp;&nbsp; $1030 | $991599 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | &nbsp;&nbsp;&nbsp; 48 | 48281 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/35 | &nbsp;&nbsp;&nbsp; 82 | 83716 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 949 | 987496 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 78 | 80467 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/15/31 | &nbsp;&nbsp;&nbsp; 417 | 441255 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 578 | 523249 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/33 | &nbsp;&nbsp;&nbsp; 334 | 334621 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | &nbsp;&nbsp;&nbsp; 359 | 365856 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/34 | &nbsp;&nbsp;&nbsp; 229 | 231815 |
| Healthcare Realty Holdings LP, 2.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 655 | 575951 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | &nbsp;&nbsp;&nbsp; 274 | 272797 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | &nbsp;&nbsp;&nbsp; 645 | 661392 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 | &nbsp;&nbsp;&nbsp; 35 | 35474 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/32 | &nbsp;&nbsp;&nbsp; 443 | 462485 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | &nbsp;&nbsp;&nbsp; 73 | 75337 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 319 | 303893 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 | &nbsp;&nbsp;&nbsp; 40 | 38029 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 64 | 61794 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | &nbsp;&nbsp;&nbsp; 296 | 295393 |
| Iron Mountain, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 171 | 163411 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 214 | 211319 |
| Kimco Realty OP LLC, 6.40%, 03/01/34 | &nbsp;&nbsp;&nbsp; 50 | 55011 |
| Millrose Properties, Inc., 6.38%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 483 | 492991 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 164 | 121521 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 | &nbsp;&nbsp;&nbsp; 1305 | 1118873 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 545 | 532874 |
| NNN REIT, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/31 | &nbsp;&nbsp;&nbsp; 226 | 227482 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/33 | &nbsp;&nbsp;&nbsp; 38 | 39611 |
| Omega Healthcare Investors, Inc., 5.20%, 07/01/30 | &nbsp;&nbsp;&nbsp; 335 | 340628 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic <br> Property LLC/PK Finance Co-Issuer<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 940 | 919562 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 360004 |
| Rithm Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 863 | 881673 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 448 | 458093 |
| RLJ Lodging Trust, 4.00%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 639 | 606385 |
| Sabra Health Care LP, 3.20%, 12/01/31 | &nbsp;&nbsp;&nbsp; 1035 | 947549 |
| Starwood Property Trust, Inc., 6.50%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 550 | 572791 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 | &nbsp;&nbsp;&nbsp; 326 | 296106 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 451 | 437737 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 920 | 929073 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | &nbsp;&nbsp;&nbsp; 591 | 598180 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/31 | &nbsp;&nbsp;&nbsp; 51 | 51582 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 44 | 44271 |
| Weyerhaeuser Co., 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 287 | 282766 |
| XHR LP, 4.88%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 620 | 611191 |
|  |  | 27839821 |
| **Retail — 1.3%** | **Retail — 1.3%** | **Retail — 1.3%** |
| Arko Corp., 5.13%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 412 | 359032 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| Brinker International, Inc., 8.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $212 | $223812 |
| Dick's Sporting Goods, Inc., 3.15%, 01/15/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 948 | 873661 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 | &nbsp;&nbsp;&nbsp; 1294 | 1249508 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/05/33 | &nbsp;&nbsp;&nbsp; 215 | 222738 |
| Dollar Tree, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/31 | &nbsp;&nbsp;&nbsp; 195 | 175807 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 | &nbsp;&nbsp;&nbsp; 883 | 883986 |
| FirstCash, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 531 | 527119 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 664 | 667102 |
| Gap, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 883 | 839788 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 542 | 502467 |
| Genuine Parts Co., 4.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 842 | 855657 |
| Kohl's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 850 | 727674 |
| &nbsp;&nbsp;&nbsp; 10.00%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 366 | 400946 |
| Macy's Retail Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 169 | 170816 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/33<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 533 | 562833 |
| QXO Building Products, Inc., 6.75%, 04/30/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1185 | 1221119 |
|  |  | 10464065 |
| **Semiconductors — 0.5%** | **Semiconductors — 0.5%** | **Semiconductors — 0.5%** |
| Broadcom, Inc., 4.15%, 04/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 108 | 105642 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | &nbsp;&nbsp;&nbsp; 856 | 793375 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 280 | 283450 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1072 | 1113408 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | &nbsp;&nbsp;&nbsp; 224 | 237386 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | &nbsp;&nbsp;&nbsp; 140 | 149022 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | &nbsp;&nbsp;&nbsp; 440 | 398130 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 394 | 380003 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | &nbsp;&nbsp;&nbsp; 635 | 636747 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 122 | 123535 |
|  |  | 4220698 |
| **Shipbuilding — 0.1%** | **Shipbuilding — 0.1%** | **Shipbuilding — 0.1%** |
| Huntington Ingalls Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 | &nbsp;&nbsp;&nbsp; 173 | 178936 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | &nbsp;&nbsp;&nbsp; 236 | 249043 |
|  |  | 427979 |
| **Software — 1.9%** | **Software — 1.9%** | **Software — 1.9%** |
| Atlassian Corp., 5.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 53 | 54520 |
| Broadridge Financial Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | &nbsp;&nbsp;&nbsp; 1032 | 937538 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 285 | 270919 |
| CoreWeave, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/31<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 507 | 492935 |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1299 | 1278733 |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 732 | 696755 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 447746 |
| Microsoft Corp., 3.50%, 02/12/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1283 | 1201529 |
| MSCI, Inc., 5.25%, 09/01/35 | &nbsp;&nbsp;&nbsp; 1256 | 1260343 |
| Open Text Holdings, Inc., 4.13%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1182 | 1097972 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 1281 | 1183610 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | &nbsp;&nbsp;&nbsp; 825 | 805286 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/34 | &nbsp;&nbsp;&nbsp; $251 | $232972 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | &nbsp;&nbsp;&nbsp; 76 | 73216 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/03/32 | &nbsp;&nbsp;&nbsp; 16 | 15980 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 | &nbsp;&nbsp;&nbsp; 495 | 516276 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 342 | 356975 |
| Paychex, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 235 | 241721 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/32 | &nbsp;&nbsp;&nbsp; 1172 | 1211593 |
| ROBLOX Corp., 3.88%, 05/01/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 484 | 463079 |
| Roper Technologies, Inc., 1.75%, 02/15/31 | &nbsp;&nbsp;&nbsp; 44 | 38624 |
| Take-Two Interactive Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 | &nbsp;&nbsp;&nbsp; 53 | 52835 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/28/28 | &nbsp;&nbsp;&nbsp; 227 | 231283 |
| VMware LLC, 4.70%, 05/15/30 | &nbsp;&nbsp;&nbsp; 491 | 499299 |
| Workday, Inc., 3.80%, 04/01/32 | &nbsp;&nbsp;&nbsp; 908 | 867300 |
| &nbsp;&nbsp;&nbsp; ZoomInfo Technologies LLC/ZoomInfo Finance <br> Corp., 3.88%, 02/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 424 | 387558 |
|  |  | 14916597 |
| **Telecommunications — 2.7%** | **Telecommunications — 2.7%** | **Telecommunications — 2.7%** |
| AT&T, Inc., 4.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 373 | 373374 |
| &nbsp;&nbsp;&nbsp; Bell Telephone Co. of Canada or Bell Canada, <br> 5.10%, 05/11/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 440 | 447282 |
| British Telecommunications PLC, 9.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 971 | 1181132 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1224 | 1261223 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, 8.75%, <br> 06/15/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 882 | 1028552 |
| EchoStar Corp., 10.75%, 11/30/29 | &nbsp;&nbsp;&nbsp; 576 | 632092 |
| GCI LLC, 4.75%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 776 | 759970 |
| Millicom International Cellular SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/27/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1001 | 932023 |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/02/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 483776 |
| Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; 254 | 230535 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 | &nbsp;&nbsp;&nbsp; 342 | 314125 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | &nbsp;&nbsp;&nbsp; 600 | 607241 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | &nbsp;&nbsp;&nbsp; 242 | 249740 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | &nbsp;&nbsp;&nbsp; 268 | 275952 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 | &nbsp;&nbsp;&nbsp; 13 | 13671 |
| Orange SA, 9.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 894 | 1072518 |
| Sprint Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 345 | 370129 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 905 | 1095975 |
| TELUS Corp., 3.40%, 05/13/32 | &nbsp;&nbsp;&nbsp; 1262 | 1165338 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 | &nbsp;&nbsp;&nbsp; 961 | 852277 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | &nbsp;&nbsp;&nbsp; 689 | 630283 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1069 | 961262 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 | &nbsp;&nbsp;&nbsp; 212 | 197035 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 925 | 909149 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL <br> Capital LLC, 8.63%, 06/15/32<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 709 | 715856 |
| Viasat, Inc., 7.50%, 05/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 950 | 922547 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC/Windstream Escrow <br> Finance Corp., 8.25%, 10/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1188 | 1244460 |
| WULF Compute LLC, 7.75%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1189 | 1240151 |
| Zegona Finance PLC, 8.63%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 912 | 961460 |
|  |  | 21129128 |
| **Transportation — 0.2%** | **Transportation — 0.2%** | **Transportation — 0.2%** |
| Danaos Corp., 6.88%, 10/15/32<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 597 | 616607 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $389 | $354806 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 | &nbsp;&nbsp;&nbsp; 356 | 343573 |
| JB Hunt Transport Services, Inc., 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 540 | 552190 |
|  |  | 1867176 |
| **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** |
| FTAI Aviation Investors LLC, 5.50%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1130 | 1131086 |
| **Water — 0.0%** | **Water — 0.0%** | **Water — 0.0%** |
| Essential Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/01/31 | &nbsp;&nbsp;&nbsp; 5 | 4526 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 266 | 269977 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 | &nbsp;&nbsp;&nbsp; 11 | 11321 |
|  |  | 285824 |
| **Total Corporate Bonds & Notes — 50.2%** <br>**(Cost: $399,192,564)** | **Total Corporate Bonds & Notes — 50.2%** <br>**(Cost: $399,192,564)** | 401145438 |
| **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** |
| **Mortgage-Backed Securities — 17.5%** | **Mortgage-Backed Securities — 17.5%** | **Mortgage-Backed Securities — 17.5%** |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 1491 | 1381225 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/50 | &nbsp;&nbsp;&nbsp; 683 | 580974 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/51<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1655 | 1433063 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/48 | &nbsp;&nbsp;&nbsp; 1889 | 1777036 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 2349 | 2205224 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/49 | &nbsp;&nbsp;&nbsp; 1468 | 1439014 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/40 | &nbsp;&nbsp;&nbsp; 489 | 489819 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 777 | 787042 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 2295 | 2311833 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/56 | &nbsp;&nbsp;&nbsp; 889 | 892856 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 | &nbsp;&nbsp;&nbsp; 494 | 505624 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/55 | &nbsp;&nbsp;&nbsp; 165 | 171960 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/55 | &nbsp;&nbsp;&nbsp; 2014 | 2104493 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 2825 | 2314682 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1602 | 1521831 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/17/41<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 425 | 401281 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/52<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 232 | 197219 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/12/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 5280 | 4480992 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 699 | 671795 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/17/41<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 330 | 316886 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1740 | 1568913 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/51<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1365 | 1224241 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/40<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 275 | 266565 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/50<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1829 | 1716619 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/40 | &nbsp;&nbsp;&nbsp; 475 | 469171 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/17/41<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 560 | 552314 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/57 | &nbsp;&nbsp;&nbsp; 43 | 41205 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/57 | &nbsp;&nbsp;&nbsp; 42 | 39982 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/54 | &nbsp;&nbsp;&nbsp; 163 | 159352 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 775 | 775250 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/55<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1146 | 1155400 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/55<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 256 | 260973 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/56<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2623 | 2682134 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 5343 | 5481736 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/54<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 3809 | 4013747 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/55 | &nbsp;&nbsp;&nbsp; 99 | 101313 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/55 | &nbsp;&nbsp;&nbsp; 75 | 76855 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 1309 | 1380132 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/54 | &nbsp;&nbsp;&nbsp; $1448 | $1521439 |
| Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/50 | &nbsp;&nbsp;&nbsp; 2016 | 1677530 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/51 | &nbsp;&nbsp;&nbsp; 745 | 619579 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/20/52 | &nbsp;&nbsp;&nbsp; 745 | 619999 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 2950 | 2452827 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/51 | &nbsp;&nbsp;&nbsp; 3618 | 3135341 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/20/51 | &nbsp;&nbsp;&nbsp; 5288 | 4583323 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/51 | &nbsp;&nbsp;&nbsp; 2716 | 2453598 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/52 | &nbsp;&nbsp;&nbsp; 1481 | 1337696 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/54 | &nbsp;&nbsp;&nbsp; 1640 | 1504726 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/55 | &nbsp;&nbsp;&nbsp; 282 | 258332 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/19/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 915949 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/48 | &nbsp;&nbsp;&nbsp; 545 | 524225 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1725 | 1630955 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/55 | &nbsp;&nbsp;&nbsp; 1913 | 1868740 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/19/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 850 | 829913 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/20/55 | &nbsp;&nbsp;&nbsp; 585 | 585646 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/19/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 2310 | 2309451 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/20/55 | &nbsp;&nbsp;&nbsp; 2985 | 3020120 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1575 | 1592204 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/19/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 300 | 306862 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/17/41<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 327 | 294907 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/17/41<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 5543 | 5119595 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/50 | &nbsp;&nbsp;&nbsp; 978 | 803073 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 3896 | 3201078 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/52 | &nbsp;&nbsp;&nbsp; 10772 | 8766560 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/12/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 5145 | 4172785 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 347 | 327397 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 2305 | 1974746 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/51 | &nbsp;&nbsp;&nbsp; 2037 | 1737584 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 98 | 83533 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/12/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 5625 | 4984802 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 550 | 508658 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/12/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 3675 | 3509370 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 3925 | 3844995 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/12/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 2825 | 2824222 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 1628 | 1671265 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 6050 | 6134159 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/55<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 627 | 647858 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 5525 | 5657486 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/56<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 2025 | 2096982 |
|  |  | 140060261 |
| **U.S. Government Obligations — 31.5%** | **U.S. Government Obligations — 31.5%** | **U.S. Government Obligations — 31.5%** |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/15/40 | &nbsp;&nbsp;&nbsp; 49837 | 31173683 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/31 | &nbsp;&nbsp;&nbsp; 32976 | 28677440 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/31 | &nbsp;&nbsp;&nbsp; 400 | 347766 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/15/51 | &nbsp;&nbsp;&nbsp; 24696 | 13598180 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/51 | &nbsp;&nbsp;&nbsp; 16780 | 9581642 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/52 | &nbsp;&nbsp;&nbsp; 22183 | 13404190 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/46 | &nbsp;&nbsp;&nbsp; 1265 | 878829 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 34494 | 24576761 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/32 | &nbsp;&nbsp;&nbsp; 14900 | 14000762 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 1000 | 774141 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/52 | &nbsp;&nbsp;&nbsp; 19589 | 13628407 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/44 | &nbsp;&nbsp;&nbsp; 1500 | 1157285 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/48 | &nbsp;&nbsp;&nbsp; 21916 | 16171684 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/52 | &nbsp;&nbsp;&nbsp; $18726 | $13350839 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/53 | &nbsp;&nbsp;&nbsp; 1085 | 873383 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/31/32 | &nbsp;&nbsp;&nbsp; 50241 | 50670292 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 17886 | 17925326 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 1450 | 1451359 |
|  |  | 252241969 |
| **Total U.S. Government & Agency Obligations — 49.0%** <br>**(Cost: $395,723,385)** | **Total U.S. Government & Agency Obligations — 49.0%** <br>**(Cost: $395,723,385)** | 392302230 |
| **Total Long-Term Investments — 99.2%** <br>**(Cost: $794,915,949)** | **Total Long-Term Investments — 99.2%** <br>**(Cost: $794,915,949)** | 793447668 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 12.7%** | **Money Market Funds — 12.7%** | **Money Market Funds — 12.7%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.82%<sup>(e)(f)(g)</sup><br>| &nbsp;&nbsp;&nbsp; 101256387 | 101307015 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.64%<sup>(e)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 100000 | 100000 |
| **Total Short-Term Securities — 12.7%** <br>**(Cost: $101,404,916)** | **Total Short-Term Securities — 12.7%** <br>**(Cost: $101,404,916)** | 101407015 |
| **Total Investments Before TBA Sales Commitments — 111.9%** <br>**(Cost: $896,320,865)** | **Total Investments Before TBA Sales Commitments — 111.9%** <br>**(Cost: $896,320,865)** | 894854683 |
|  | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>|  |
| **TBA Sales Commitments**<sup>(d)</sup> | **TBA Sales Commitments**<sup>(d)</sup> | **TBA Sales Commitments**<sup>(d)</sup> |
| **Mortgage-Backed Securities — (1.4)%** | **Mortgage-Backed Securities — (1.4)%** | **Mortgage-Backed Securities — (1.4)%** |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/12/56 | &nbsp;&nbsp;&nbsp; (900)<br>| (899752)<br>|
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/56 | &nbsp;&nbsp;&nbsp; (2625)<br>| (2661515)<br>|
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/56 | &nbsp;&nbsp;&nbsp; (5525)<br>| (5657486)<br>|
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/56 | &nbsp;&nbsp;&nbsp; (2025)<br>| (2096983)<br>|
| **Total TBA Sales Commitments — (1.4)%** <br>**(Proceeds: $(11315180))** | **Total TBA Sales Commitments — (1.4)%** <br>**(Proceeds: $(11315180))** | (11315736)<br>|
| **Total Investments, Net of TBA Sales Commitments — 110.5%** <br>**(Cost: $885,005,685)** | **Total Investments, Net of TBA Sales Commitments — 110.5%** <br>**(Cost: $885,005,685)** | 883538947 |
| **Liabilities in Excess of Other Assets — (10.5)%** | **Liabilities in Excess of Other Assets — (10.5)%** | (83878983)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $799659964 |

---

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

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

<sup>(b)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

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

<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)

January 31, 2026

**iShares® Systematic Bond ETF**

**Affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| &nbsp;&nbsp; *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares<br>| $16127968<br> $85181601 <br><sup>(a)</sup><br>| $— | $(2111)<br>| $(443)<br>| $101307015 | 101256387 | $490922 <br><sup>(b)</sup><br>| $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp; 100000<br> 0 <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;&nbsp;&nbsp;&nbsp; 100000 | 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  | $(2111) | $(443) | $101407015 |  | $491874 | $— |

---

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

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

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

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

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp; *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Notional* <br>*Amount* <br>*(000)*<br>| &nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | 99 | 03/20/26 | &nbsp;&nbsp; $11292 | $(119432) |
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | 42 | 03/31/26 | &nbsp;&nbsp; 8756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119160) |
| Short Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | 1 | 03/20/26 | &nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1827 |
| &nbsp;&nbsp;&nbsp; Long U.S. Treasury Bond | 70 | 03/20/26 | &nbsp;&nbsp; 8037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135289 |
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | 9 | 03/31/26 | &nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3363 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140479 |
|  |  |  |  | $21319 |

---

**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.

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Systematic Bond ETF**

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

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; $401145438 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $401145438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 392302230 | &nbsp;&nbsp; — | &nbsp;&nbsp; 392302230 |
| &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; 101407015 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 101407015 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sales Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp; (11315736)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (11315736)<br>|
|  | &nbsp;&nbsp; $101407015 | &nbsp;&nbsp; $782131932 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $883538947 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; $140751 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $140751 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (119432)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (119432)<br>|
|  | &nbsp;&nbsp; $21319 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $21319 |

---

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

<sup>(a)</sup> Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CME | Chicago Mercantile Exchange |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| TBA | To-Be-Announced |

---

------

## 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 Systematic Bond ETF

- **b. EDGAR series identifier (if any):** S000060088

- **c. LEI of Series:** 549300SHI6TGK0Y81802

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $931947699.37

**Total Liabilities:** $132284604.18

**Net Assets:** $799663095.19

**Delayed Delivery Securities:** $1074105.69

**Cash Not Reported:** $168234.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 23.08000000 | **1-Year:** 10303.04000000 | **5-Year:** 121963.61000000 | **10-Year:** 32743.91000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1684.73000000 | **1-Year:** 5154.66000000 | **5-Year:** 38896.72000000 | **10-Year:** 2786.36000000 | **30-Year:** 1690.36000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000196720 | 0.59%                | -0.27%               | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $184491.22               | $4193690.66                                |
| Month 2  | $796107.47               | $-5502019.35                               |
| Month 3  | $115208.13               | $-948551.64                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP TEXAS INC                                  | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111999.50    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    610000 | PA      | $594312.75    | 0.07%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ADT SEC CORP                                   | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137869.95    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                              | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    649000 | PA      | $639170.70    | 0.08%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    373000 | PA      | $373374.01    | 0.05%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                       | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115696.92    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | 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        |    419000 | PA      | $416509.96    | 0.05%             | 2027-07-21      | Fixed         | 3.65%                 | 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        |    504000 | PA      | $488925.64    | 0.06%             | 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        |     56000 | PA      | $51811.13     | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $256559.69    | 0.03%             | 2027-04-15      | Fixed         | 6.45%                 | 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        |    821000 | PA      | $840228.87    | 0.11%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     51000 | PA      | $52755.25     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    885000 | PA      | $884339.18    | 0.11%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    470000 | PA      | $462232.62    | 0.06%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                       | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    163000 | PA      | $169095.39    | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                          | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    623000 | PA      | $641612.75    | 0.08%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                        | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp         | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $364330.39    | 0.05%             | 2029-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243018.23    | 0.03%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326813 | PA      | $294907.03    | 0.04%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020422<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5443187 | PA      | $5027236.78   | 0.63%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5145000 | PA      | $4172785.11   | 0.52%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022428<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $401280.99    | 0.05%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5280000 | PA      | $4480992.01   | 0.56%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    330000 | PA      | $316886.19    | 0.04%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030629<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   5575000 | PA      | $4940492.97   | 0.62%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032427<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $218098.49    | 0.03%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $508657.68    | 0.06%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040420<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    535000 | PA      | $527657.23    | 0.07%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3625000 | PA      | $3461623.46   | 0.43%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3925000 | PA      | $3844995.47   | 0.48%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1925000 | PA      | $1924469.66   | 0.24%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2825000 | PA      | $2864297.19   | 0.36%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    555000 | PA      | $578553.12    | 0.07%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    334000 | PA      | $339765.44    | 0.04%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284497.54    | 0.04%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    443000 | PA      | $392051.55    | 0.05%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                 | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     52000 | PA      | $58482.90     | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                 | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    344000 | PA      | $356972.50    | 0.04%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                    | Ameren Corp                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    491000 | PA      | $472213.58    | 0.06%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                    | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40980.09     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                                               | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90733.17     | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                          | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549760.50    | 0.07%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                          | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    374000 | PA      | $390266.01    | 0.05%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    953000 | PA      | $997675.95    | 0.12%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    710000 | PA      | $731773.90    | 0.09%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                        | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217327.28    | 0.03%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                        | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    314000 | PA      | $316533.46    | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     18000 | PA      | $16906.18     | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    205000 | PA      | $209870.75    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    152000 | PA      | $153967.48    | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     39000 | PA      | $38724.44     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    110000 | PA      | $108468.29    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    126000 | PA      | $125549.48    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    316000 | PA      | $324866.27    | 0.04%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    235000 | PA      | $247176.53    | 0.03%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    606000 | PA      | $633060.37    | 0.08%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    814000 | PA      | $849992.65    | 0.11%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    423000 | PA      | $432078.45    | 0.05%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    514000 | PA      | $517604.66    | 0.06%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $674172.56    | 0.08%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $239002.65    | 0.03%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    809000 | PA      | $840267.19    | 0.11%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                       | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    665000 | PA      | $662572.03    | 0.08%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                                  | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    984000 | PA      | $1009355.67   | 0.13%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    449000 | PA      | $464084.64    | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                 | AptarGroup Inc                                                                   | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342069.59    | 0.04%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                               | ArcelorMittal SA                                                                 | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1130000 | PA      | $1176039.31   | 0.15%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                               | ArcelorMittal SA                                                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    205000 | PA      | $229607.74    | 0.03%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                       | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $143360.07    | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    219000 | PA      | $208028.72    | 0.03%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                           | Ares Management Corp                                                             | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     73000 | PA      | $77008.95     | 0.01%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143956.48    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1221061.40   | 0.15%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    541000 | PA      | $555955.47    | 0.07%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                               | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $509692.50    | 0.06%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                      | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $359031.47    | 0.04%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286177.85    | 0.04%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                       | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1388000 | PA      | $1238844.69   | 0.15%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                          | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54519.58     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $779992.01    | 0.10%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $361209.77    | 0.05%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $655300.46    | 0.08%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     73000 | PA      | $78899.40     | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $494505.36    | 0.06%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120360.79    | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14108.24     | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44578.87     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     78000 | PA      | $83366.39     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    499000 | PA      | $518312.52    | 0.06%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    713000 | PA      | $718895.74    | 0.09%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                       | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    607000 | PA      | $614733.18    | 0.08%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                          | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    748000 | PA      | $769186.35    | 0.10%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102575.19    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1013846.64   | 0.13%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222549.46    | 0.03%             | 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        |    572000 | PA      | $571153.19    | 0.07%             | 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        |    833000 | PA      | $836955.62    | 0.10%             | 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        |    113000 | PA      | $112461.66    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134857.43    | 0.02%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91892.27     | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    752000 | PA      | $701041.68    | 0.09%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31427.01     | 0.00%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    249000 | PA      | $258369.43    | 0.03%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69874.84     | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50908.42     | 0.01%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81952.68     | 0.01%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1101579.78   | 0.14%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $926736.02    | 0.12%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1233000 | PA      | $876971.25    | 0.11%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    536000 | PA      | $351080.00    | 0.04%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $447282.00    | 0.06%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    825000 | PA      | $872962.37    | 0.11%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    630000 | PA      | $657566.73    | 0.08%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Bio-Rad Laboratories Inc                       | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    922000 | PA      | $870434.44    | 0.11%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1342103.54   | 0.17%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                       | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    144000 | PA      | $151179.71    | 0.02%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                        | Biocon Biologics Global PLC                                                      | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $888437.66    | 0.11%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                         | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    550000 | PA      | $589556.00    | 0.07%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    382000 | PA      | $385296.36    | 0.05%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100206.73    | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    332000 | PA      | $324806.75    | 0.04%             | 2031-01-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| BLUE OWL FINANCE LLC                           | Blue Owl Finance LLC                                                             | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    158000 | PA      | $143354.78    | 0.02%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                           | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    331000 | PA      | $341105.58    | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                       | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    529000 | PA      | $536636.15    | 0.07%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    286000 | PA      | $277942.46    | 0.03%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91884.69     | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    590000 | PA      | $606377.04    | 0.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    643000 | PA      | $633612.18    | 0.08%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $446133.35    | 0.06%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $171468.04    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                   | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219942.26    | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                       | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    431000 | PA      | $455013.60    | 0.06%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                              | Bristow Group Inc                                                                | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91096.37     | 0.01%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                              | Bristow Group Inc                                                                | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343983.38    | 0.04%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    571000 | PA      | $694568.72    | 0.09%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    296000 | PA      | $294976.55    | 0.04%             | 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        |    695000 | PA      | $684138.00    | 0.09%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270919.22    | 0.03%             | 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        |   1032000 | PA      | $937538.28    | 0.12%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105642.44    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    514000 | PA      | $514049.34    | 0.06%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    547000 | PA      | $510647.26    | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD PPTY REIT INC                       | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    524000 | PA      | $517386.65    | 0.06%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                       | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $322841.03    | 0.04%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                                | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    484000 | PA      | $498467.42    | 0.06%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18238.77     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    587000 | PA      | $595713.86    | 0.07%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                                | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67325.38     | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    797000 | PA      | $821383.42    | 0.10%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150708.09    | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196554.84    | 0.02%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    760000 | PA      | $782239.12    | 0.10%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    256000 | PA      | $247151.62    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    374000 | PA      | $342413.87    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    962000 | PA      | $841719.17    | 0.11%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1110965.55   | 0.14%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    984000 | PA      | $831175.53    | 0.10%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1016000 | PA      | $927999.39    | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $267559.28    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $330395.66    | 0.04%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    349000 | PA      | $371428.21    | 0.05%             | 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        |    286000 | PA      | $296416.43    | 0.04%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385471.70    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                                | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261020.40    | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1063278.94   | 0.13%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $162181.87    | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                       | Viridien                                                                         | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $678095.46    | 0.08%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| CGI INC                                        | CGI Inc                                                                          | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    278000 | PA      | $281818.58    | 0.04%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                             | CNA Financial Corp                                                               | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92308.07     | 0.01%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    369000 | PA      | $371140.20    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    435000 | PA      | $450521.67    | 0.06%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                 | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    809000 | PA      | $843177.82    | 0.11%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| CVR ENERGY INC                                 | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204568.73    | 0.03%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                 | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352120.23    | 0.04%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                       | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782000 | PA      | $781960.98    | 0.10%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1029251.68   | 0.13%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    931000 | PA      | $955139.97    | 0.12%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    288000 | PA      | $295310.74    | 0.04%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67609.13     | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79363.00     | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                             | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    201000 | PA      | $200550.41    | 0.03%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                             | Coterra Energy Inc                                                               | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11373.62     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                       | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    953000 | PA      | $1002346.46   | 0.13%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                       | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312692.35    | 0.04%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    938000 | PA      | $954031.66    | 0.12%             | 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        |    330000 | PA      | $316397.56    | 0.04%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                           | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99292.02     | 0.01%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    927000 | PA      | $956596.13    | 0.12%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    812000 | PA      | $817697.70    | 0.10%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $164846.00    | 0.02%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $431400.92    | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303101.83    | 0.04%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1155083.84   | 0.14%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102492.52    | 0.01%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    939000 | PA      | $982899.71    | 0.12%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    546000 | PA      | $612896.64    | 0.08%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    836000 | PA      | $859014.95    | 0.11%             | 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        |    567000 | PA      | $582786.95    | 0.07%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    334000 | PA      | $315612.72    | 0.04%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                                 | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82487.35     | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    907000 | PA      | $918740.21    | 0.11%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1002318.27   | 0.13%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                               | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $319661.09    | 0.04%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    159000 | PA      | $164912.93    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129444.97    | 0.02%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29912.88     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    229000 | PA      | $231314.51    | 0.03%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    586000 | PA      | $599645.02    | 0.07%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    222000 | PA      | $222146.68    | 0.03%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                            | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    643000 | PA      | $611929.46    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                       | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    421000 | PA      | $450346.65    | 0.06%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    718000 | PA      | $699124.68    | 0.09%             | 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        |    478000 | PA      | $441141.57    | 0.06%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    985000 | PA      | $994373.71    | 0.12%             | 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        |    214000 | PA      | $209379.27    | 0.03%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                             | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1261223.06   | 0.16%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    229000 | PA      | $227298.61    | 0.03%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    825000 | PA      | $864289.82    | 0.11%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $789950.86    | 0.10%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127948.33    | 0.02%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529862.11    | 0.07%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    948000 | PA      | $988809.68    | 0.12%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                     | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251366.55    | 0.03%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                     | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86137.09     | 0.01%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    282000 | PA      | $294278.56    | 0.04%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    841000 | PA      | $887485.43    | 0.11%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    845000 | PA      | $884991.32    | 0.11%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                            | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1338617.68   | 0.17%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                            | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    128000 | PA      | $113083.66    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| COMERICA INC                                   | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1019188.30   | 0.13%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                         | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1053675.67   | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                         | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    496000 | PA      | $496615.04    | 0.06%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                         | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    618000 | PA      | $549727.42    | 0.07%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                         | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    653000 | PA      | $656104.10    | 0.08%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                         | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    342000 | PA      | $347976.65    | 0.04%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                                              | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50311.56     | 0.01%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                                              | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    296000 | PA      | $300522.45    | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    423000 | PA      | $421145.28    | 0.05%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    696000 | PA      | $688771.93    | 0.09%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    521000 | PA      | $496231.32    | 0.06%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    271000 | PA      | $283106.04    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                  | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1122213.90   | 0.14%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                  | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    507000 | PA      | $492934.91    | 0.06%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2950000 | PA      | $2452826.59   | 0.31%             | 2056-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $915948.71    | 0.11%             | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1725000 | PA      | $1630954.69   | 0.20%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    850000 | PA      | $829913.42    | 0.10%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2310000 | PA      | $2309450.57   | 0.29%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1575000 | PA      | $1592203.60   | 0.20%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $306861.59    | 0.04%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                          | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    150000 | PA      | $156532.12    | 0.02%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                          | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    285000 | PA      | $292440.67    | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                               | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $513456.79    | 0.06%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                               | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574000 | PA      | $574563.31    | 0.07%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    347000 | PA      | $344563.79    | 0.04%             | 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        |   1038000 | PA      | $1031312.38   | 0.13%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     80000 | PA      | $71551.91     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $50779.63     | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    336000 | PA      | $348821.08    | 0.04%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603757.80    | 0.08%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    354000 | PA      | $363216.69    | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                  | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88247.66     | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96911.60     | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    407000 | PA      | $417106.07    | 0.05%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                    | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    511000 | PA      | $527782.26    | 0.07%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DARDEN RESTAURANTS INC                         | Darden Restaurants Inc                                                           | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     99000 | PA      | $107637.55    | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1305726.84   | 0.16%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    638000 | PA      | $585231.66    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                         | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1104391.03   | 0.14%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                    | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    574000 | PA      | $583866.49    | 0.07%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                    | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    487000 | PA      | $511004.72    | 0.06%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    882000 | PA      | $1028551.72   | 0.13%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| DIAMOND FRGN/DIAMOND FIN                       | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    638000 | PA      | $678404.54    | 0.08%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    398000 | PA      | $386593.22    | 0.05%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    557000 | PA      | $600923.27    | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    463000 | PA      | $476100.14    | 0.06%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                          | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    808000 | PA      | $744639.32    | 0.09%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| DIEBOLD NIXDORF INC                            | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    971000 | PA      | $1028360.85   | 0.13%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     71000 | PA      | $73013.43     | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    592000 | PA      | $457308.16    | 0.06%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    272000 | PA      | $224484.32    | 0.03%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |    648000 | PA      | $578184.09    | 0.07%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |    462000 | PA      | $475836.90    | 0.06%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1249508.05   | 0.16%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25899.81     | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | Dollar Tree Inc                                                                  | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    883000 | PA      | $883986.09    | 0.11%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | Dollar Tree Inc                                                                  | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112696.82    | 0.01%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    568000 | PA      | $548373.17    | 0.07%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29478.88     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                       | EIDP Inc                                                                         | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74151.97     | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    853000 | PA      | $875604.35    | 0.11%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    391000 | PA      | $402810.18    | 0.05%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68369.72     | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                         | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73870.29     | 0.01%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    905000 | PA      | $916893.03    | 0.11%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    121000 | PA      | $130009.07    | 0.02%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    627000 | PA      | $629727.36    | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    169000 | PA      | $174885.81    | 0.02%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    890000 | PA      | $894017.21    | 0.11%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                 | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    400000 | PA      | $396694.39    | 0.05%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                | Eagle Materials Inc                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    759000 | PA      | $688725.29    | 0.09%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                       | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353182.55    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                  | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1025611 | PA      | $1124295.29   | 0.14%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                       | Elanco Animal Health Inc                                                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    613000 | PA      | $638730.06    | 0.08%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                             | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    664000 | PA      | $667321.99    | 0.08%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                   | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    645000 | PA      | $603459.68    | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EMERGENT BIOSOLUTIONS                          | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    604000 | PA      | $539385.23    | 0.07%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    403000 | PA      | $409524.13    | 0.05%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                             | Enact Holdings Inc                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    786000 | PA      | $823726.70    | 0.10%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    849000 | PA      | $890273.14    | 0.11%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    429000 | PA      | $450607.90    | 0.06%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $52659.34     | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $82262.42     | 0.01%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                       | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    555000 | PA      | $595018.28    | 0.07%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                       | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615178.90    | 0.08%             | 2031-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                           | Endeavour Mining PLC                                                             | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    512000 | PA      | $528514.46    | 0.07%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84332.05     | 0.01%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    617000 | PA      | $667616.22    | 0.08%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    342000 | PA      | $374234.38    | 0.05%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16467.57     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    318000 | PA      | $327776.39    | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244272.47    | 0.03%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548198.91    | 0.07%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                   | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    503000 | PA      | $519843.46    | 0.07%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                        | Enova International Inc                                                          | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    461000 | PA      | $488057.93    | 0.06%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                        | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    557000 | PA      | $589351.12    | 0.07%             | 2029-08-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54794.41     | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                            | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65435.35     | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                            | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    253000 | PA      | $258184.90    | 0.03%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                                | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    223000 | PA      | $227774.74    | 0.03%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                       | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    240000 | PA      | $247885.50    | 0.03%             | 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        |    235000 | PA      | $235947.87    | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                      | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $209656.15    | 0.03%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    725000 | PA      | $738377.58    | 0.09%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                      | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80704.10     | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    367000 | PA      | $373195.09    | 0.05%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1030000 | PA      | $991599.29    | 0.12%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                          | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4526.09      | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11321.00     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                          | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    266000 | PA      | $269977.26    | 0.03%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                       | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    914000 | PA      | $899375.73    | 0.11%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249617.72    | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     78000 | PA      | $80466.97     | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    949000 | PA      | $987496.27    | 0.12%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    417000 | PA      | $441255.24    | 0.06%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     82000 | PA      | $83716.06     | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     48000 | PA      | $48281.45     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    675000 | PA      | $652185.07    | 0.08%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    937000 | PA      | $975816.16    | 0.12%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $970783.41    | 0.12%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $336050.02    | 0.04%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CW3K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1491151 | PA      | $1381225.17   | 0.17%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DQX35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1468313 | PA      | $1439013.60   | 0.18%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DSTR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1628113 | PA      | $1671265.03   | 0.21%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    977960 | PA      | $803073.23    | 0.10%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776837 | PA      | $787041.90    | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10771959 | PA      | $8766560.20   | 1.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    683344 | PA      | $580973.68    | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3896165 | PA      | $3201077.49   | 0.40%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42349 | PA      | $39981.54     | 0.00%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43047 | PA      | $41205.37     | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140M83L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2036965 | PA      | $1737584.45   | 0.22%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QMJC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2824498 | PA      | $2314681.75   | 0.29%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QT3X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448415 | PA      | $1521439.45   | 0.19%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QTUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1309394 | PA      | $1380131.64   | 0.17%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5343063 | PA      | $5481736.36   | 0.69%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W0M77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1145937 | PA      | $1155399.58   | 0.14%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W0MN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627239 | PA      | $647857.91    | 0.08%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W3CQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255602 | PA      | $260973.38    | 0.03%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W3DS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3809189 | PA      | $4013747.13   | 0.50%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232135 | PA      | $197218.54    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W4XF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2623000 | PA      | $2682134.46   | 0.34%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X3CN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740012 | PA      | $1568913.23   | 0.20%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X7DZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1829317 | PA      | $1716619.47   | 0.21%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFX71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1364832 | PA      | $1224241.38   | 0.15%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGYM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699404 | PA      | $671794.79    | 0.08%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XHX51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346477 | PA      | $327396.74    | 0.04%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XNFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1655422 | PA      | $1433063.38   | 0.18%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1602405 | PA      | $1521830.90   | 0.19%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2304610 | PA      | $1974745.88   | 0.25%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475398 | PA      | $469171.02    | 0.06%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75038 | PA      | $76855.39     | 0.01%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98975 | PA      | $101313.17    | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31427NFG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2294848 | PA      | $2311833.34   | 0.29%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31427NZH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2349131 | PA      | $2205224.39   | 0.28%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31427NZJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1888847 | PA      | $1777035.76   | 0.22%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31427QL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494107 | PA      | $505623.54    | 0.06%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31427QL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165255 | PA      | $171959.96    | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31427QTJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2014343 | PA      | $2104493.43   | 0.26%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                       | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    356000 | PA      | $343573.34    | 0.04%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                       | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    389000 | PA      | $354805.40    | 0.04%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3142GWLR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889000 | PA      | $892856.19    | 0.11%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3142JCBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    489169 | PA      | $489819.27    | 0.06%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    732000 | PA      | $696755.46    | 0.09%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447745.78    | 0.06%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42267.95     | 0.01%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142896.59    | 0.02%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    417000 | PA      | $432933.66    | 0.05%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    943000 | PA      | $991407.65    | 0.12%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                  | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    664000 | PA      | $667102.21    | 0.08%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $861369.82    | 0.11%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    936000 | PA      | $981942.62    | 0.12%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                  | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    531000 | PA      | $527118.76    | 0.07%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                               | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1147380.77   | 0.14%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                        | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    526000 | PA      | $546696.00    | 0.07%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                              | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80271.44     | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                         | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    692000 | PA      | $714242.83    | 0.09%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                         | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    713000 | PA      | $724088.85    | 0.09%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1063649.43   | 0.13%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                        | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1245195.48   | 0.16%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                           | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    984000 | PA      | $1001064.53   | 0.13%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    257000 | PA      | $260783.23    | 0.03%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1174982.56   | 0.15%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    894000 | PA      | $1072518.24   | 0.13%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                        | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    776000 | PA      | $759970.40    | 0.10%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    544805 | PA      | $524224.58    | 0.07%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2015583 | PA      | $1677529.53   | 0.21%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1480493 | PA      | $1337695.81   | 0.17%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3617555 | PA      | $3135340.75   | 0.39%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2715516 | PA      | $2453597.77   | 0.31%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    744465 | PA      | $619578.58    | 0.08%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5288288 | PA      | $4583323.03   | 0.57%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    744966 | PA      | $619999.36    | 0.08%             | 2052-02-20      | Fixed         | 2.00%                 | 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        |    359000 | PA      | $365856.18    | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | 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        |    508000 | PA      | $459879.34    | 0.06%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |    229000 | PA      | $231815.10    | 0.03%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    334000 | PA      | $334621.24    | 0.04%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 3618N5AY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1640446 | PA      | $1504725.81   | 0.19%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1912501 | PA      | $1868740.34   | 0.23%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    585078 | PA      | $585646.10    | 0.07%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232217 | PA      | $212850.66    | 0.03%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 3618N5ZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2984847 | PA      | $3020120.41   | 0.38%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1119971.83   | 0.14%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    883000 | PA      | $839787.83    | 0.11%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    711000 | PA      | $659140.80    | 0.08%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                        | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1069293.06   | 0.13%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $581982.18    | 0.07%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424000 | PA      | $442449.51    | 0.06%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    592000 | PA      | $617847.90    | 0.08%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                          | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    400000 | PA      | $410015.16    | 0.05%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                               | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    962000 | PA      | $977602.84    | 0.12%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                       | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $390660.45    | 0.05%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19994.86     | 0.00%             | 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        |    279000 | PA      | $277734.62    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172350.20    | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135398.44    | 0.02%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1130010.39   | 0.14%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                              | Golub Capital BDC Inc                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    809000 | PA      | $827862.69    | 0.10%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                     | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    949000 | PA      | $934943.98    | 0.12%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                        | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    920000 | PA      | $948784.04    | 0.12%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                               | HF Sinclair Corp                                                                 | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    283000 | PA      | $293367.71    | 0.04%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                               | HF Sinclair Corp                                                                 | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163606.50    | 0.02%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    441000 | PA      | $440022.82    | 0.06%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    257000 | PA      | $247092.12    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447806.23    | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $571727.43    | 0.07%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    923000 | PA      | $870907.69    | 0.11%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43811.45     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                       | HNI Corp                                                                         | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |    530000 | PA      | $523428.31    | 0.07%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                       | HNI Corp                                                                         | CUSIP: 404251AB6<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |    291000 | PA      | $291729.40    | 0.04%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99982.90     | 0.01%             | 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        |    821000 | PA      | $828745.24    | 0.10%             | 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        |   1282000 | PA      | $1269336.44   | 0.16%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182346.62    | 0.02%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $75651.67     | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $294769.87    | 0.04%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    799000 | PA      | $843183.58    | 0.11%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    846000 | PA      | $877214.02    | 0.11%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    244000 | PA      | $245888.89    | 0.03%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    245000 | PA      | $215431.91    | 0.03%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                                | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    274000 | PA      | $272797.38    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    545000 | PA      | $558850.86    | 0.07%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160202.09    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                     | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119113.68    | 0.01%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    707000 | PA      | $687404.22    | 0.09%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687000 | PA      | $640773.01    | 0.08%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AMRIZE FINANCE US LLC                          | Amrize Finance US LLC                                                            | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1119945.58   | 0.14%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance US LLC                                                            | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    232000 | PA      | $239963.36    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    319000 | PA      | $303892.50    | 0.04%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     73000 | PA      | $75336.68     | 0.01%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     35000 | PA      | $35473.91     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    443000 | PA      | $462484.54    | 0.06%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    969000 | PA      | $937140.06    | 0.12%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    748000 | PA      | $708393.85    | 0.09%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JB HUNT TRANSPRT SVCS                          | JB Hunt Transport Services Inc                                                   | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552190.39    | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    328000 | PA      | $329890.79    | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    645000 | PA      | $676044.16    | 0.08%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    173000 | PA      | $178935.98    | 0.02%             | 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        |    236000 | PA      | $249042.92    | 0.03%             | 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        |    695000 | PA      | $699128.53    | 0.09%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    257000 | PA      | $264973.51    | 0.03%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166093.56    | 0.02%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    234000 | PA      | $245218.19    | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    519000 | PA      | $534294.20    | 0.07%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    660000 | PA      | $689303.72    | 0.09%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| IAMGOLD CORP                                   | IAMGOLD Corp                                                                     | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    744000 | PA      | $747005.76    | 0.09%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    812000 | PA      | $816947.52    | 0.10%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    979000 | PA      | $988188.89    | 0.12%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDEX CORP                                      | IDEX Corp                                                                        | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119476.54    | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313260.43    | 0.04%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    167000 | PA      | $172644.21    | 0.02%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                               | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    319000 | PA      | $336856.89    | 0.04%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     40000 | PA      | $38028.92     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     64000 | PA      | $61793.54     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    296000 | PA      | $295393.19    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                      | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1025759.48   | 0.13%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    430000 | PA      | $429877.41    | 0.05%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    214000 | PA      | $211318.94    | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    171000 | PA      | $163410.63    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ITHACA ENERGY NORTH                            | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    796000 | PA      | $829677.17    | 0.10%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                              | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    783000 | PA      | $815786.56    | 0.10%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1156875.30   | 0.14%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    741000 | PA      | $733856.67    | 0.09%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1431642.98   | 0.18%             | 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        |   1058000 | PA      | $1068482.79   | 0.13%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    929000 | PA      | $837026.87    | 0.10%             | 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        |    445000 | PA      | $408104.38    | 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        |     92000 | PA      | $92136.84     | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399839.79    | 0.05%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146199.16    | 0.02%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $1912203.20   | 0.24%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                       | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45213.24     | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                        | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1308000 | PA      | $1313712.04   | 0.16%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE FINANCIAL                       | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48135NTM8<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    223000 | PA      | $223539.18    | 0.03%             | 2028-08-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99068.70     | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    865000 | PA      | $883624.67    | 0.11%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    585000 | PA      | $587551.51    | 0.07%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261314.20    | 0.03%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    857000 | PA      | $928578.73    | 0.12%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                        | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135222.48    | 0.02%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                              | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $55010.93     | 0.01%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                                | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    621000 | PA      | $622770.79    | 0.08%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| KLABIN AUSTRIA GMBH                            | Klabin Austria GmbH                                                              | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    683000 | PA      | $706239.03    | 0.09%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                             | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    850000 | PA      | $727673.87    | 0.09%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| KOHL'S CORPORATION                             | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    366000 | PA      | $400946.41    | 0.05%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                       | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10964.97     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236305.48    | 0.03%             | 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        |    239000 | PA      | $244385.33    | 0.03%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1375346.63   | 0.17%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46850.53     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    622000 | PA      | $635904.37    | 0.08%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55028.11     | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                 | LSB Industries Inc                                                               | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560601.44    | 0.07%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    572000 | PA      | $576428.05    | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    252000 | PA      | $252373.34    | 0.03%             | 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        |    155000 | PA      | $154568.85    | 0.02%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    719000 | PA      | $718371.32    | 0.09%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     96000 | PA      | $86518.64     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105523.38    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    358000 | PA      | $372180.01    | 0.05%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                       | Lennox International Inc                                                         | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36130.33     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                       | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    841000 | PA      | $877951.02    | 0.11%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    463000 | PA      | $465080.23    | 0.06%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    234000 | PA      | $230734.16    | 0.03%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    954000 | PA      | $1034119.01   | 0.13%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    263000 | PA      | $279352.12    | 0.03%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121931.71    | 0.02%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    829000 | PA      | $828584.85    | 0.10%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    449000 | PA      | $452310.77    | 0.06%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    627000 | PA      | $633797.83    | 0.08%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    714000 | PA      | $698113.43    | 0.09%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   1305000 | PA      | $1118873.27   | 0.14%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    139000 | PA      | $102996.73    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1079720.73   | 0.14%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $170816.35    | 0.02%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $562833.08    | 0.07%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1122000.00   | 0.14%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    448000 | PA      | $314720.00    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                          | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    703000 | PA      | $723714.19    | 0.09%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    349000 | PA      | $353613.20    | 0.04%             | 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        |     62000 | PA      | $57855.25     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    492000 | PA      | $456597.57    | 0.06%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    463000 | PA      | $473310.22    | 0.06%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    369000 | PA      | $379589.61    | 0.05%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    856000 | PA      | $793374.86    | 0.10%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $283449.76    | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                     | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63814.68     | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                          | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    770000 | PA      | $809507.16    | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                   | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1201528.94   | 0.15%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                            | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    140000 | PA      | $149022.05    | 0.02%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                            | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1113408.23   | 0.14%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    284000 | PA      | $300971.37    | 0.04%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1001000 | PA      | $932022.89    | 0.12%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    465000 | PA      | $483775.77    | 0.06%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| MILLROSE PROPERTIES INC                        | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    630000 | PA      | $643031.55    | 0.08%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1170626.01   | 0.15%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1346289.86   | 0.17%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $996492.58    | 0.12%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1114524.27   | 0.14%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1230192.57   | 0.15%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54556.54     | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    436000 | PA      | $444840.18    | 0.06%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135875.47    | 0.02%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607241.35    | 0.08%             | 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        |    254000 | PA      | $230535.26    | 0.03%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    342000 | PA      | $314124.76    | 0.04%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13671.25     | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    268000 | PA      | $275951.71    | 0.03%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    242000 | PA      | $249739.97    | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                                  | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418482.51    | 0.05%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    858000 | PA      | $890371.48    | 0.11%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    642000 | PA      | $671954.44    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56031.92     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    589000 | PA      | $551560.51    | 0.07%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NVR INC                                        | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    626000 | PA      | $594615.62    | 0.07%             | 2030-05-15      | Fixed         | 3.00%                 | 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        |    635000 | PA      | $636747.41    | 0.08%             | 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: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    394000 | PA      | $380002.67    | 0.05%             | 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        |    440000 | PA      | $398129.48    | 0.05%             | 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        |    122000 | PA      | $123535.39    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    323000 | PA      | $334102.54    | 0.04%             | 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        |    189000 | PA      | $198089.20    | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                                | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    694000 | PA      | $735280.31    | 0.09%             | 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        |    488000 | PA      | $503466.01    | 0.06%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     38000 | PA      | $39611.40     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                   | NNN REIT Inc                                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    166000 | PA      | $167088.56    | 0.02%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    406000 | PA      | $422399.68    | 0.05%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    234000 | PA      | $243439.59    | 0.03%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                             | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $702449.62    | 0.09%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                             | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    983000 | PA      | $1004269.17   | 0.13%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                             | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    448000 | PA      | $458093.44    | 0.06%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                              | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1201700.30   | 0.15%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49164.76     | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                              | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185047.36    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                          | Nickel Industries Ltd                                                            | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |    830000 | PA      | $871424.23    | 0.11%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                   | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    497000 | PA      | $437154.48    | 0.05%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    761000 | PA      | $780232.58    | 0.10%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72337.87     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    674000 | PA      | $711324.17    | 0.09%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1222000 | PA      | $1305000.72   | 0.16%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                           | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1306196.05   | 0.16%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                   | Nordson Corp                                                                     | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    203000 | PA      | $204510.44    | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                         | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    644000 | PA      | $665728.56    | 0.08%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| NORTHERN OIL & GAS INC                         | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25240.48     | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1190337.36   | 0.15%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    727000 | PA      | $753499.88    | 0.09%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                      | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    546000 | PA      | $564753.65    | 0.07%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    930000 | PA      | $1073172.57   | 0.13%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79310.70     | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                              | Omnicom Group Inc                                                                | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    755000 | PA      | $761982.97    | 0.10%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    535000 | PA      | $543988.30    | 0.07%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    826000 | PA      | $874377.70    | 0.11%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    271000 | PA      | $275746.92    | 0.03%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343681.94    | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    606000 | PA      | $611368.23    | 0.08%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156549.37    | 0.02%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $477726.75    | 0.06%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    634000 | PA      | $672423.87    | 0.08%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86385.81     | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71965.25     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    164000 | PA      | $172997.37    | 0.02%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57658.87     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    846000 | PA      | $876648.86    | 0.11%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    751000 | PA      | $767555.80    | 0.10%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    288000 | PA      | $298253.09    | 0.04%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90997.50     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $952616.73    | 0.12%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    495000 | PA      | $516275.65    | 0.06%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    342000 | PA      | $356974.93    | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73215.59     | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    251000 | PA      | $232972.13    | 0.03%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15980.16     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    825000 | PA      | $805286.01    | 0.10%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    807000 | PA      | $821318.60    | 0.10%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BLUE OWL TECHNOLOGY FINA                       | Blue Owl Technology Finance Corp II                                              | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    244000 | PA      | $250401.40    | 0.03%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                                 | PECO Energy Co                                                                   | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150519.77    | 0.02%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1007857.29   | 0.13%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    534000 | PA      | $530764.23    | 0.07%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1023782.65   | 0.13%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                        | PPL Capital Funding Inc                                                          | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37717.15     | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                        | PPL Capital Funding Inc                                                          | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179480.83    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    360000 | PA      | $360003.60    | 0.05%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |    844000 | PA      | $825649.50    | 0.10%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                       | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    402000 | PA      | $412829.88    | 0.05%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| PATRICK INDUSTRIES INC                         | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    755000 | PA      | $772725.14    | 0.10%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                    | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241721.06    | 0.03%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                    | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1211592.74   | 0.15%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    243000 | PA      | $233839.92    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    561000 | PA      | $554021.31    | 0.07%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    886000 | PA      | $905455.67    | 0.11%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                    | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    397000 | PA      | $383337.13    | 0.05%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                        | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45117.85     | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                     | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    363000 | PA      | $375243.30    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    547000 | PA      | $505548.94    | 0.06%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    833000 | PA      | $812007.90    | 0.10%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1136251.13   | 0.14%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1332000 | PA      | $983582.10    | 0.12%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $198927.00    | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $213538.61    | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    759000 | PA      | $734988.05    | 0.09%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PRIMO / TRITON WATER HLD                       | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    812000 | PA      | $793850.83    | 0.10%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                          | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    246000 | PA      | $241034.31    | 0.03%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                              | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    873000 | PA      | $864051.75    | 0.11%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                    | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    965000 | PA      | $850035.38    | 0.11%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                    | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1088516.06   | 0.14%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110433.13    | 0.01%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    271000 | PA      | $280476.27    | 0.04%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39116.75     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                               | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    224000 | PA      | $225278.37    | 0.03%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36380.20     | 0.00%             | 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        |    440000 | PA      | $394667.63    | 0.05%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    258000 | PA      | $265397.14    | 0.03%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1197992.15   | 0.15%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236352.11    | 0.03%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1104674.56   | 0.14%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $316802.93    | 0.04%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1091730.66   | 0.14%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                           | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    731000 | PA      | $693689.61    | 0.09%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| RADIAN GROUP INC                               | Radian Group Inc                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    168000 | PA      | $176410.69    | 0.02%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    442000 | PA      | $469644.35    | 0.06%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                              | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    421000 | PA      | $448473.18    | 0.06%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                              | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1128000 | PA      | $1263759.01   | 0.16%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                       | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    819957 | PA      | $830184.32    | 0.10%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                        | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $514075.31    | 0.06%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1096652.95   | 0.14%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    769000 | PA      | $802920.51    | 0.10%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181996.57    | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                    | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    484000 | PA      | $463079.10    | 0.06%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $274550.53    | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38623.66     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1076000 | PA      | $978770.86    | 0.12%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $220409.98    | 0.03%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    174000 | PA      | $173722.19    | 0.02%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    222000 | PA      | $222446.59    | 0.03%             | 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        |   1119000 | PA      | $1124782.66   | 0.14%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                 | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      1000 | PA      | $802.50       | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |   1005000 | PA      | $920083.56    | 0.12%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                      | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    680000 | PA      | $701214.80    | 0.09%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1061000 | PA      | $1107567.84   | 0.14%             | 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        |    448000 | PA      | $453785.79    | 0.06%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1129585.18   | 0.14%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                       | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    523000 | PA      | $545921.62    | 0.07%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121423.71    | 0.02%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197642.62    | 0.02%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                           | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85354.01     | 0.01%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    640000 | PA      | $564083.20    | 0.07%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259BG4<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    425000 | PA      | $467500.00    | 0.06%             | 2033-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    169000 | PA      | $174816.98    | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                 | Sisecam UK PLC                                                                   | CUSIP: 829688AA8<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    362000 | PA      | $372890.68    | 0.05%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                 | Sisecam UK PLC                                                                   | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    837000 | PA      | $866500.90    | 0.11%             | 2032-05-02      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                             | Smith & Nephew PLC                                                               | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1164000 | PA      | $1047621.39   | 0.13%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418661.10    | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    186000 | PA      | $194056.45    | 0.02%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1085482.60   | 0.14%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                        | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52610.75     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226843.36    | 0.03%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                       | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    337000 | PA      | $349762.44    | 0.04%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180564.50    | 0.02%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                             | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178113.66    | 0.02%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                             | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    890000 | PA      | $881855.33    | 0.11%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93387.75     | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28923.60     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    345000 | PA      | $370128.73    | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    515000 | PA      | $623676.71    | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    337000 | PA      | $334784.26    | 0.04%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    550000 | PA      | $572791.45    | 0.07%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    763000 | PA      | $732480.84    | 0.09%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                           | Stillwater Mining Co                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    577000 | PA      | $555146.17    | 0.07%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                               | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    659000 | PA      | $701098.90    | 0.09%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| STONEX ESCROW ISSUER LLC                       | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $660287.36    | 0.08%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                       | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1124162.84   | 0.14%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| SUN COMMUNITIES OPER LP                        | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    326000 | PA      | $296105.71    | 0.04%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                        | Sun Communities Operating LP                                                     | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    451000 | PA      | $437737.40    | 0.05%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                             | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    851000 | PA      | $802473.60    | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                   | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    286000 | PA      | $286091.05    | 0.04%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205001.73    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    829000 | PA      | $880462.70    | 0.11%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    883000 | PA      | $914552.81    | 0.11%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56064.72     | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188170.78    | 0.02%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7930.13      | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    813000 | PA      | $861251.05    | 0.11%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                        | System Energy Resources Inc                                                      | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $228253.09    | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    925000 | PA      | $909148.85    | 0.11%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    212000 | PA      | $197035.14    | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    961000 | PA      | $852276.63    | 0.11%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    689000 | PA      | $630282.62    | 0.08%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $961262.21    | 0.12%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                                | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52835.27     | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    227000 | PA      | $231283.37    | 0.03%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    775000 | PA      | $793215.89    | 0.10%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                           | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    598000 | PA      | $623086.10    | 0.08%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                           | Talos Production Inc                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $614423.58    | 0.08%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| TAPESTRY INC                                   | Tapestry Inc                                                                     | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    763000 | PA      | $782204.35    | 0.10%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                   | Tapestry Inc                                                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    406000 | PA      | $414166.47    | 0.05%             | 2035-03-11      | Fixed         | 5.50%                 | 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        |    227000 | PA      | $231155.65    | 0.03%             | 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        |   1016000 | PA      | $1025480.55   | 0.13%             | 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        |    313000 | PA      | $300496.89    | 0.04%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41135.31     | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    163000 | PA      | $174168.32    | 0.02%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113779.60    | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                               | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    623000 | PA      | $661278.37    | 0.08%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                      | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    734000 | PA      | $728891.06    | 0.09%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                      | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1081423.94   | 0.14%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   1262000 | PA      | $1165338.07   | 0.15%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                            | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    778000 | PA      | $725989.30    | 0.09%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                    | Textron Inc                                                                      | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    291000 | PA      | $300389.07    | 0.04%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    281000 | PA      | $287494.03    | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                  | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    547000 | PA      | $591679.51    | 0.07%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                         | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $89367.50     | 0.01%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    791000 | PA      | $793882.84    | 0.10%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    539000 | PA      | $533218.28    | 0.07%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    585000 | PA      | $601570.13    | 0.08%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    950000 | PA      | $926075.68    | 0.12%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TRIMBLE INC                                    | Trimble Inc                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    853000 | PA      | $912099.56    | 0.11%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                               | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    604000 | PA      | $570832.97    | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63986.59     | 0.01%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1104844.15   | 0.14%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1017338.02   | 0.13%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                              | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    225000 | PA      | $248401.80    | 0.03%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    968000 | PA      | $972289.39    | 0.12%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                  | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    418000 | PA      | $440112.68    | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    987000 | PA      | $995521.76    | 0.12%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $471999.15    | 0.06%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                               | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    419000 | PA      | $427913.39    | 0.05%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                              | Union Electric Co                                                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46222.70     | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                                                | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    314000 | PA      | $322437.80    | 0.04%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37008.14     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44680.75     | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    289000 | PA      | $291335.33    | 0.04%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53632.09     | 0.01%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    993000 | PA      | $1030855.89   | 0.13%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $774140.62    | 0.10%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1157285.16   | 0.14%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1265000 | PA      | $878829.10    | 0.11%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34493700 | PA      | $24576761.25  | 3.07%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21916100 | PA      | $16171684.62  | 2.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49837400 | PA      | $31173682.93  | 3.90%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13180000 | PA      | $7525985.87   | 0.94%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24695900 | PA      | $13598179.94  | 1.70%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22182900 | PA      | $13404190.57  | 1.68%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19589400 | PA      | $13628406.70  | 1.70%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18725700 | PA      | $13350838.92  | 1.67%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1085000 | PA      | $873382.62    | 0.11%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32975900 | PA      | $28677439.99  | 3.59%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $347765.62    | 0.04%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14900000 | PA      | $14000761.76  | 1.75%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17886200 | PA      | $17925326.06  | 2.24%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50240500 | PA      | $50670291.90  | 6.34%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1451359.38   | 0.18%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                       | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    919000 | PA      | $907976.04    | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                       | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    548000 | PA      | $548441.69    | 0.07%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    709000 | PA      | $715855.61    | 0.09%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| UNIVERSAL HEALTH SVCS                          | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    880000 | PA      | $802388.52    | 0.10%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    904000 | PA      | $824555.03    | 0.10%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VFH PARENT / VALOR CO                          | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    591000 | PA      | $619127.46    | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                           | Velocity Commercial Capital LLC                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233450.00    | 0.03%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    339000 | PA      | $371668.75    | 0.05%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1148556.09   | 0.14%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    288000 | PA      | $301898.85    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                   | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    282000 | PA      | $293116.40    | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                   | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    871000 | PA      | $792488.77    | 0.10%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                   | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348547.62    | 0.04%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                       | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1189584.52   | 0.15%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    950000 | PA      | $922547.19    | 0.12%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    730000 | PA      | $737199.47    | 0.09%             | 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        |    591000 | PA      | $598180.05    | 0.07%             | 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        |     44000 | PA      | $44270.47     | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     51000 | PA      | $51581.83     | 0.01%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184287.74    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    795000 | PA      | $767371.23    | 0.10%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| VMWARE LLC                                     | VMware LLC                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    491000 | PA      | $499298.95    | 0.06%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                           | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  68140943 | NS      | $68175013.24  | 8.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                    | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    851000 | PA      | $889795.39    | 0.11%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                    | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    899000 | PA      | $955744.88    | 0.12%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                       | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    239000 | PA      | $244617.88    | 0.03%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     49000 | PA      | $55027.06     | 0.01%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    734000 | PA      | $730031.78    | 0.09%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    309000 | PA      | $308072.11    | 0.04%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    977000 | PA      | $956688.62    | 0.12%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    582000 | PA      | $578931.28    | 0.07%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    942000 | PA      | $952891.68    | 0.12%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    136000 | PA      | $140509.74    | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    865000 | PA      | $848712.81    | 0.11%             | 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        |    247000 | PA      | $261043.07    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142396.80    | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25012.04     | 0.00%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    905000 | PA      | $916956.85    | 0.11%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78440.92     | 0.01%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    287000 | PA      | $282766.37    | 0.04%             | 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        |  32584167 | NS      | $32600459.31  | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    716000 | PA      | $519393.56    | 0.06%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    732000 | PA      | $530164.69    | 0.07%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $448990.31    | 0.06%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101784.57    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    772000 | PA      | $794000.73    | 0.10%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                         | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484675.17    | 0.06%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                       | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1244459.70   | 0.16%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    908000 | PA      | $867299.73    | 0.11%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                               | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1152537.10   | 0.14%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                        | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $148831.76    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XHR LP                                         | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    522000 | PA      | $514583.37    | 0.06%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                             | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    912000 | PA      | $961460.50    | 0.12%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -64 | NC      | $135364.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $1826.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -35 | NC      | $-93.73       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        28 | NC      | $-6161.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        88 | NC      | $-146257.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer